-69.5%
DBRG vs SPY
+276.4%
-345.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.7% |
| 7D | -8.1% | -1.4% | -6.7% | -6.0% |
| 30D | -2.0% | +0.9% | -2.9% | -3.0% |
| 3M | +12.0% | +8.2% | +3.8% | -0.3% |
| 6M | +30.8% | +20.9% | +9.8% | -1.7% |
| YTD | +3.8% | +16.6% | -12.9% | -16.1% |
| 1Y | -7.0% | +18.9% | -25.9% | -27.3% |
| 3Y | -5.2% | +87.6% | -92.8% | -61.4% |
| 5Y | -21.2% | +107.5% | -128.7% | -72.0% |
| All | -69.5% | +276.4% | -345.9% | -93.2% |
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 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