+240.1%
DBEZ vs SPY
+344.3%
-104.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | +0.5% | -2.7% | +3.2% | +2.8% |
| 30D | 0.0% | -5.4% | +5.4% | +4.8% |
| 3M | -4.3% | -4.1% | -0.2% | -0.9% |
| 6M | +2.2% | +0.7% | +1.5% | +1.5% |
| YTD | +11.0% | +8.7% | +2.4% | +3.2% |
| 1Y | +15.2% | +10.9% | +4.3% | +5.2% |
| 3Y | +67.9% | +75.0% | -7.1% | +1.8% |
| 5Y | +65.8% | +67.8% | -1.9% | +3.5% |
| 10Y | +209.2% | +312.9% | -103.6% | -23.2% |
| All | +240.1% | +344.3% | -104.1% | -20.6% |
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