-66.8%
DBRG vs SPY
+383.1%
-449.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | +0.1% | +0.1% | 0.0% | -0.1% |
| 3M | +1.7% | +2.0% | -0.3% | -2.0% |
| 6M | +3.4% | +13.0% | -9.6% | -15.1% |
| YTD | +4.0% | +13.5% | -9.6% | -15.6% |
| 1Y | +41.6% | +20.0% | +21.7% | +6.5% |
| 3Y | -7.0% | +77.2% | -84.2% | -59.9% |
| 5Y | -41.1% | +81.9% | -123.0% | -74.6% |
| 10Y | -53.2% | +314.1% | -367.3% | -92.7% |
| All | -66.8% | +383.1% | -449.9% | -95.7% |
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