+591.7%
DBJP vs SPY
+649.0%
-57.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -4.1% | -2.7% | -1.4% | -1.9% |
| 30D | -9.5% | -5.4% | -4.1% | -5.2% |
| 3M | -6.5% | -4.1% | -2.4% | -3.2% |
| 6M | -0.5% | +0.7% | -1.2% | -0.9% |
| YTD | +14.2% | +8.7% | +5.5% | +7.1% |
| 1Y | +18.6% | +10.9% | +7.8% | +9.5% |
| 3Y | +86.9% | +75.0% | +11.9% | +20.7% |
| 5Y | +137.6% | +67.8% | +69.8% | +56.7% |
| 10Y | +326.9% | +312.9% | +14.0% | +30.9% |
| All | +591.7% | +649.0% | -57.3% | +71.0% |
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