-52.6%
DCBO vs SPY
+124.9%
-177.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.2% |
| 7D | -5.3% | -0.4% | -4.9% | -4.7% |
| 30D | +1.2% | -1.4% | +2.6% | +3.4% |
| 3M | +33.0% | +3.7% | +29.3% | +24.9% |
| 6M | +25.0% | +13.0% | +12.0% | +3.2% |
| YTD | +6.7% | +12.4% | -5.7% | -11.7% |
| 1Y | -23.5% | +18.5% | -42.1% | -41.7% |
| 3Y | -41.3% | +77.6% | -118.9% | -77.6% |
| 5Y | -71.9% | +81.7% | -153.5% | -89.1% |
| All | -52.6% | +124.9% | -177.5% | -87.7% |
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