+85.0%
DBVT vs SPY
+74.0%
+10.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.5% |
| 7D | +16.6% | +3.3% | +13.3% | +14.2% |
| 30D | +26.6% | -2.7% | +29.3% | +29.0% |
| 3M | -19.2% | -1.7% | -17.4% | -18.2% |
| 6M | -42.8% | +3.1% | -45.9% | -44.0% |
| YTD | -40.4% | +11.9% | -52.3% | -44.5% |
| 1Y | -17.0% | +12.0% | -29.0% | -23.0% |
| 3Y | +501.6% | +78.2% | +423.4% | +326.9% |
| 5Y | +85.0% | +73.2% | +11.7% | +34.2% |
| All | +85.0% | +74.0% | +10.9% | +34.2% |
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