-83.9%
DBVT vs SPY
+311.8%
-395.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +2.3% |
| 7D | +19.5% | -0.9% | +20.4% | +20.3% |
| 30D | +24.4% | -2.4% | +26.7% | +26.6% |
| 3M | -15.7% | -1.2% | -14.5% | -14.9% |
| 6M | -41.7% | +3.3% | -44.9% | -43.0% |
| YTD | -38.0% | +12.3% | -50.3% | -42.7% |
| 1Y | -10.9% | +12.4% | -23.4% | -17.9% |
| 3Y | +525.3% | +78.8% | +446.5% | +316.8% |
| 5Y | +86.2% | +75.2% | +11.0% | +24.6% |
| 10Y | -83.9% | +311.1% | -395.0% | -94.7% |
| All | -83.9% | +311.8% | -395.6% | -94.7% |
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 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