+654.8%
DBJP vs SPY
+682.6%
-27.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | +3.1% | +2.0% | +1.1% | +1.5% |
| 6M | +12.8% | +13.0% | -0.2% | +2.4% |
| YTD | +24.6% | +13.5% | +11.1% | +12.7% |
| 1Y | +41.3% | +20.0% | +21.4% | +22.4% |
| 3Y | +109.0% | +77.2% | +31.8% | +33.3% |
| 5Y | +162.4% | +81.9% | +80.5% | +61.8% |
| 10Y | +359.1% | +314.1% | +45.1% | +40.4% |
| All | +654.8% | +682.6% | -27.8% | +79.9% |
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 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