+213.3%
DBO vs SPY
+311.3%
-98.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +3.2% |
| 7D | +3.4% | +0.5% | +2.8% | +3.1% |
| 30D | +21.4% | -0.9% | +22.4% | +21.9% |
| 3M | +8.4% | +3.9% | +4.5% | +5.9% |
| 6M | +30.3% | +14.5% | +15.8% | +20.5% |
| YTD | +95.0% | +12.9% | +82.1% | +81.4% |
| 1Y | +84.8% | +19.4% | +65.5% | +66.7% |
| 3Y | +56.3% | +78.5% | -22.2% | +11.6% |
| 5Y | +114.7% | +81.8% | +32.9% | +49.8% |
| 10Y | +213.3% | +311.5% | -98.2% | +26.8% |
| All | +213.3% | +311.3% | -98.0% | +26.8% |
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