+355.6%
DBJP vs SPY
+312.5%
+43.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.1% |
| 7D | -2.3% | -0.4% | -1.9% | -2.0% |
| 30D | -2.6% | -1.4% | -1.2% | -1.5% |
| 3M | +3.2% | +3.7% | -0.5% | +0.4% |
| 6M | +12.3% | +13.0% | -0.7% | +2.1% |
| YTD | +20.8% | +12.4% | +8.4% | +10.3% |
| 1Y | +35.6% | +18.5% | +17.1% | +18.8% |
| 3Y | +101.3% | +77.6% | +23.6% | +29.4% |
| 5Y | +150.6% | +81.7% | +68.9% | +56.9% |
| 10Y | +355.6% | +319.7% | +36.0% | +30.7% |
| All | +355.6% | +312.5% | +43.1% | +30.7% |
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 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