+17.3%
DBO vs SPY
+679.2%
-661.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +8.1% | +0.1% | +8.0% | +8.0% |
| 30D | +21.4% | +0.1% | +21.4% | +21.3% |
| 3M | +5.3% | +2.0% | +3.3% | +3.6% |
| 6M | +41.9% | +13.0% | +28.9% | +30.5% |
| YTD | +89.4% | +13.5% | +75.9% | +73.6% |
| 1Y | +77.7% | +20.0% | +57.7% | +57.4% |
| 3Y | +54.9% | +77.2% | -22.3% | +7.2% |
| 5Y | +108.2% | +81.9% | +26.3% | +39.2% |
| 10Y | +226.2% | +314.1% | -87.9% | +27.9% |
| All | +17.3% | +679.2% | -661.9% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling