+99.8%
DBEM vs SPY
+649.0%
-549.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -1.6% | -2.7% | +1.1% | +0.4% |
| 30D | -10.7% | -5.4% | -5.3% | -7.1% |
| 3M | -8.3% | -4.1% | -4.2% | -5.5% |
| 6M | -10.6% | +0.7% | -11.3% | -10.6% |
| YTD | +11.6% | +8.7% | +3.0% | +6.2% |
| 1Y | +13.0% | +10.9% | +2.1% | +6.1% |
| 3Y | +69.5% | +75.0% | -5.5% | +16.8% |
| 5Y | +44.5% | +67.8% | -23.2% | +1.5% |
| 10Y | +127.1% | +312.9% | -185.8% | -14.9% |
| All | +99.8% | +649.0% | -549.2% | -43.5% |
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