+92.0%
DBO vs SPY
+11.8%
+80.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +2.7% |
| 7D | -1.0% | +3.3% | -4.3% | +2.9% |
| 30D | -5.3% | -2.7% | -2.6% | -7.9% |
| 3M | +12.4% | -1.7% | +14.2% | +11.1% |
| 6M | +3.2% | +3.1% | +0.2% | +8.5% |
| YTD | +93.4% | +11.9% | +81.5% | +124.6% |
| 1Y | +92.0% | +12.0% | +80.0% | +123.2% |
| All | +92.0% | +11.8% | +80.2% | +123.2% |
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 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