+243.3%
DBO vs SPY
+308.5%
-65.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.2% |
| 7D | -1.0% | +3.3% | -4.3% | -2.5% |
| 30D | -5.3% | -2.7% | -2.6% | -4.3% |
| 3M | +12.4% | -1.7% | +14.2% | +12.8% |
| 6M | +3.2% | +3.1% | +0.2% | +0.8% |
| YTD | +93.4% | +11.9% | +81.5% | +80.1% |
| 1Y | +92.0% | +12.0% | +80.0% | +78.6% |
| 3Y | +69.1% | +78.2% | -9.0% | +20.9% |
| 5Y | +82.8% | +73.2% | +9.5% | +31.4% |
| All | +243.3% | +308.5% | -65.2% | +72.9% |
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