-6.0%
DBL vs SPY
+12.1%
-18.1%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | +2.6% | -5.3% | -3.2% |
| 30D | -0.4% | -2.0% | +1.6% | 0.0% |
| 3M | -4.8% | -2.8% | -2.0% | -4.3% |
| 6M | -3.8% | +2.1% | -6.0% | -4.4% |
| YTD | -6.1% | +11.5% | -17.6% | -9.6% |
| 1Y | -6.0% | +13.5% | -19.5% | -10.0% |
| All | -6.0% | +12.1% | -18.1% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling