+232.3%
DBEU vs SPY
+444.0%
-211.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +0.1% | -2.7% | +2.8% | +2.2% |
| 30D | +1.9% | -5.4% | +7.3% | +6.3% |
| 3M | -1.9% | -4.1% | +2.2% | +1.2% |
| 6M | +4.7% | +0.7% | +4.0% | +3.8% |
| YTD | +12.6% | +8.7% | +3.9% | +5.2% |
| 1Y | +16.9% | +10.9% | +6.0% | +7.4% |
| 3Y | +61.7% | +75.0% | -13.3% | +1.7% |
| 5Y | +66.3% | +67.8% | -1.5% | +7.0% |
| 10Y | +195.2% | +312.9% | -117.6% | -19.4% |
| All | +232.3% | +444.0% | -211.8% | -21.8% |
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 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