-45.9%
DBI vs SPY
+75.5%
-121.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.8% | -0.6% | +15.4% | +15.8% |
| 7D | +16.3% | -2.0% | +18.3% | +20.2% |
| 30D | -5.4% | -1.7% | -3.7% | -2.8% |
| 3M | -13.7% | +4.7% | -18.5% | -20.9% |
| 6M | +3.5% | +12.5% | -9.0% | -15.9% |
| YTD | -18.0% | +11.7% | -29.7% | -32.3% |
| 1Y | +32.9% | +17.5% | +15.4% | +0.9% |
| All | -45.9% | +75.5% | -121.4% | -79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling