+225.3%
DBO vs SPY
+304.1%
-78.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -10.5% | -0.6% | -9.9% | -10.5% |
| 30D | -5.4% | -3.7% | -1.7% | -4.0% |
| 3M | +9.5% | -2.7% | +12.2% | +10.4% |
| 6M | +7.0% | +2.2% | +4.8% | +4.9% |
| YTD | +87.1% | +10.8% | +76.3% | +75.0% |
| 1Y | +80.9% | +11.2% | +69.7% | +68.7% |
| 3Y | +63.6% | +76.5% | -12.9% | +17.5% |
| 5Y | +76.0% | +72.9% | +3.0% | +26.4% |
| 10Y | +225.3% | +304.8% | -79.5% | +59.2% |
| All | +225.3% | +304.1% | -78.8% | +59.2% |
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