+351.8%
DBEF vs SPY
+671.2%
-319.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | +2.9% | +3.3% | -0.4% | +0.4% |
| 30D | +1.6% | -2.7% | +4.3% | +3.7% |
| 3M | -1.2% | -1.7% | +0.5% | 0.0% |
| 6M | +7.8% | +3.1% | +4.7% | +5.2% |
| YTD | +16.1% | +11.9% | +4.2% | +6.4% |
| 1Y | +16.9% | +12.0% | +5.0% | +7.1% |
| 3Y | +71.0% | +78.2% | -7.2% | +8.7% |
| 5Y | +83.6% | +73.2% | +10.4% | +17.8% |
| 10Y | +216.9% | +309.6% | -92.7% | -1.0% |
| All | +351.8% | +671.2% | -319.4% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling