+96.2%
DBP vs SPY
+78.7%
+17.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | -4.7% | +3.3% | -7.9% | -5.9% |
| 30D | -8.4% | -2.7% | -5.7% | -7.4% |
| 3M | -14.4% | -1.7% | -12.7% | -13.8% |
| 6M | -24.0% | +3.1% | -27.0% | -24.7% |
| YTD | -15.3% | +11.9% | -27.2% | -18.1% |
| 1Y | -8.2% | +12.0% | -20.2% | -11.3% |
| All | +96.2% | +78.7% | +17.5% | +59.5% |
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