+212.8%
DBEZ vs SPY
+311.8%
-98.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.6% |
| 7D | +1.5% | -0.9% | +2.4% | +2.2% |
| 30D | +3.9% | -2.4% | +6.3% | +5.9% |
| 3M | -1.0% | -1.2% | +0.1% | -0.2% |
| 6M | +8.2% | +3.3% | +4.9% | +5.1% |
| YTD | +15.3% | +12.3% | +3.0% | +4.7% |
| 1Y | +17.1% | +12.4% | +4.7% | +6.2% |
| 3Y | +71.5% | +78.8% | -7.4% | +4.6% |
| 5Y | +72.3% | +75.2% | -2.9% | +6.2% |
| 10Y | +212.8% | +311.1% | -98.3% | -15.3% |
| All | +212.8% | +311.8% | -98.9% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling