+125.7%
DBEM vs SPY
+682.6%
-556.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| YTD | +26.1% | +13.5% | +12.6% | +16.3% |
| 1Y | +40.7% | +20.0% | +20.8% | +25.2% |
| 3Y | +86.7% | +77.2% | +9.5% | +27.3% |
| 5Y | +58.0% | +81.9% | -23.9% | +4.8% |
| 10Y | +145.4% | +314.1% | -168.7% | -8.3% |
| All | +125.7% | +682.6% | -556.9% | -38.1% |
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