-66.7%
DBRG vs SPY
+380.5%
-447.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.2% | +74.4% | -121.6% | -43.8% |
| 7D | -47.2% | +74.4% | -121.6% | -43.8% |
| 30D | -47.2% | +74.4% | -121.6% | -43.8% |
| 3M | -47.2% | +74.4% | -121.6% | -43.8% |
| 6M | -47.2% | +74.4% | -121.6% | -43.8% |
| YTD | -47.2% | +74.4% | -121.6% | -43.8% |
| 1Y | -47.2% | +74.4% | -121.6% | -43.8% |
| 3Y | -47.2% | +74.4% | -121.6% | -43.8% |
| 5Y | -34.6% | +88.1% | -122.7% | -37.4% |
| 10Y | -53.1% | +316.8% | -369.9% | -83.1% |
| All | -66.7% | +380.5% | -447.2% | -89.9% |
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