+66.9%
DBVT vs SPY
+67.4%
-0.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.4% |
| 7D | +10.1% | -2.7% | +12.8% | +12.1% |
| 30D | +7.0% | -5.4% | +12.4% | +11.1% |
| 3M | -23.9% | -4.1% | -19.9% | -21.8% |
| 6M | -48.0% | +0.7% | -48.7% | -48.3% |
| YTD | -45.5% | +8.7% | -54.2% | -48.3% |
| 1Y | -25.6% | +10.9% | -36.4% | -30.5% |
| 3Y | +422.5% | +75.0% | +347.5% | +276.1% |
| All | +66.9% | +67.4% | -0.4% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling