+489.7%
DBVT vs SPY
+78.1%
+411.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.4% |
| 7D | +5.4% | +2.6% | +2.8% | +3.5% |
| 30D | +24.2% | -2.0% | +26.2% | +26.1% |
| 3M | -21.5% | -2.8% | -18.7% | -19.8% |
| 6M | -43.8% | +2.1% | -45.9% | -44.6% |
| YTD | -42.5% | +11.5% | -54.0% | -46.6% |
| 1Y | -15.7% | +13.5% | -29.1% | -22.7% |
| 3Y | +489.7% | +77.7% | +412.0% | +464.3% |
| All | +489.7% | +78.1% | +411.6% | +464.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling