+56.9%
DBEM vs SPY
+82.0%
-25.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | -3.1% | +2.0% | -5.1% | -4.2% |
| 6M | +15.0% | +13.0% | +2.0% | +6.4% |
| YTD | +26.1% | +13.5% | +12.6% | +16.4% |
| 1Y | +40.7% | +20.0% | +20.8% | +25.6% |
| 3Y | +86.7% | +77.2% | +9.5% | +30.2% |
| All | +56.9% | +82.0% | -25.1% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling