+236.3%
DBEU vs SPY
+468.5%
-232.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -0.7% | +0.1% | -0.7% | -0.7% |
| 3M | +4.7% | +2.0% | +2.7% | +3.0% |
| 6M | +8.6% | +13.0% | -4.4% | -1.5% |
| YTD | +13.9% | +13.5% | +0.4% | +2.9% |
| 1Y | +22.7% | +20.0% | +2.8% | +6.1% |
| 3Y | +59.3% | +77.2% | -17.9% | -0.6% |
| 5Y | +72.7% | +81.9% | -9.1% | +4.1% |
| 10Y | +184.3% | +314.1% | -129.7% | -21.7% |
| All | +236.3% | +468.5% | -232.2% | -23.4% |
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