+322.2%
DBJP vs SPY
+304.1%
+18.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -2.2% | -0.6% | -1.6% | -1.6% |
| 30D | -7.1% | -3.7% | -3.5% | -4.2% |
| 3M | -5.5% | -2.7% | -2.8% | -3.3% |
| 6M | +1.3% | +2.2% | -0.9% | -0.2% |
| YTD | +17.2% | +10.8% | +6.3% | +8.3% |
| 1Y | +20.0% | +11.2% | +8.8% | +10.7% |
| 3Y | +92.1% | +76.5% | +15.6% | +24.5% |
| 5Y | +148.4% | +72.9% | +75.4% | +62.2% |
| 10Y | +322.2% | +304.8% | +17.4% | +21.6% |
| All | +322.2% | +304.1% | +18.1% | +21.6% |
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 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