-31.2%
DBI vs SPY
+835.6%
-866.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.4% |
| 7D | -0.4% | +0.5% | -0.9% | -1.2% |
| 30D | -20.6% | -0.9% | -19.7% | -19.6% |
| 3M | -41.0% | +3.9% | -44.9% | -44.0% |
| 6M | -14.1% | +14.5% | -28.6% | -28.2% |
| YTD | -28.8% | +12.9% | -41.7% | -39.2% |
| 1Y | +30.1% | +19.4% | +10.7% | +3.7% |
| 3Y | -52.0% | +78.5% | -130.4% | -76.5% |
| 5Y | -53.9% | +81.8% | -135.7% | -77.5% |
| 10Y | -71.9% | +311.5% | -383.4% | -94.2% |
| All | -31.2% | +835.6% | -866.7% | -94.2% |
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