-78.6%
DBVT vs SPY
+360.1%
-438.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +2.0% |
| 7D | -4.8% | -4.7% | 0.0% | -1.1% |
| 30D | -1.8% | -5.9% | +4.1% | +3.0% |
| 3M | -31.2% | -4.5% | -26.6% | -28.7% |
| 6M | -49.7% | +1.8% | -51.5% | -50.5% |
| YTD | -48.9% | +8.3% | -57.2% | -51.9% |
| 1Y | -30.5% | +9.3% | -39.8% | -35.2% |
| 3Y | +375.7% | +74.9% | +300.9% | +205.4% |
| 5Y | +62.8% | +67.3% | -4.5% | +6.9% |
| 10Y | -85.9% | +311.6% | -397.4% | -96.3% |
| All | -78.6% | +360.1% | -438.7% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling