+148.0%
DBEM vs SPY
+312.5%
-164.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.1% |
| 7D | +1.2% | -0.4% | +1.6% | +1.4% |
| 30D | +3.3% | -1.4% | +4.7% | +4.3% |
| 3M | +1.4% | +3.7% | -2.3% | -1.0% |
| 6M | +15.5% | +13.0% | +2.5% | +6.8% |
| YTD | +25.8% | +12.4% | +13.4% | +16.8% |
| 1Y | +37.7% | +18.5% | +19.2% | +23.5% |
| 3Y | +89.7% | +77.6% | +12.1% | +29.3% |
| 5Y | +58.9% | +81.7% | -22.8% | +5.6% |
| 10Y | +148.0% | +319.7% | -171.6% | -14.8% |
| All | +148.0% | +312.5% | -164.5% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling