-84.9%
DBVT vs SPY
+315.0%
-399.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.4% | +4.1% |
| 7D | +22.1% | +0.1% | +22.0% | +22.0% |
| 30D | +12.8% | -3.3% | +16.1% | +15.6% |
| 3M | -18.0% | -2.4% | -15.6% | -16.6% |
| 6M | -44.0% | +2.6% | -46.6% | -45.0% |
| YTD | -42.4% | +11.2% | -53.6% | -46.4% |
| 1Y | -20.9% | +13.4% | -34.3% | -27.5% |
| 3Y | +497.3% | +79.9% | +417.4% | +296.6% |
| 5Y | +76.5% | +72.2% | +4.3% | +19.6% |
| 10Y | -84.9% | +307.3% | -392.2% | -95.0% |
| All | -84.9% | +315.0% | -399.9% | -95.0% |
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