+64.8%
DBO vs SPY
+75.1%
-10.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -11.4% | -2.7% | -8.7% | -11.2% |
| 30D | +2.0% | -5.4% | +7.3% | +2.4% |
| 3M | +22.0% | -4.1% | +26.1% | +22.3% |
| 6M | +13.0% | +0.7% | +12.3% | +12.0% |
| YTD | +96.7% | +8.7% | +88.1% | +90.4% |
| 1Y | +92.1% | +10.9% | +81.2% | +84.1% |
| 3Y | +64.8% | +75.0% | -10.2% | +27.6% |
| All | +64.8% | +75.1% | -10.3% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling