+94.3%
DBL vs SPY
+655.4%
-561.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +1.6% | +0.1% | +1.6% | +1.6% |
| 3M | +1.6% | +2.0% | -0.4% | +1.0% |
| 6M | +0.7% | +13.0% | -12.3% | -2.6% |
| YTD | -0.7% | +13.5% | -14.3% | -4.2% |
| 1Y | -0.4% | +20.0% | -20.4% | -5.3% |
| 3Y | +28.4% | +77.2% | -48.7% | +9.0% |
| 5Y | +10.7% | +81.9% | -71.1% | -7.5% |
| 10Y | +20.2% | +314.1% | -293.8% | -18.8% |
| All | +94.3% | +655.4% | -561.0% | +16.6% |
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 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