-67.3%
DBI vs SPY
+322.5%
-389.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -3.2% |
| 7D | +11.8% | -0.8% | +12.6% | +13.0% |
| 30D | -3.9% | -1.1% | -2.9% | -2.4% |
| 3M | -9.6% | +3.9% | -13.5% | -15.4% |
| 6M | +1.9% | +13.6% | -11.7% | -17.3% |
| YTD | -19.5% | +12.7% | -32.2% | -33.6% |
| 1Y | +35.4% | +17.5% | +17.9% | +4.8% |
| 3Y | -46.9% | +76.9% | -123.8% | -78.0% |
| 5Y | -45.9% | +83.6% | -129.5% | -78.6% |
| All | -67.3% | +322.5% | -389.8% | -94.9% |
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