-41.6%
DCBO vs SPY
+78.7%
-120.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.2% |
| 7D | -7.2% | +0.5% | -7.7% | -7.7% |
| 30D | +5.7% | -0.9% | +6.7% | +7.0% |
| 3M | +33.3% | +3.9% | +29.4% | +27.0% |
| 6M | +21.2% | +14.5% | +6.7% | +2.7% |
| YTD | +6.2% | +12.9% | -6.7% | -8.8% |
| 1Y | -25.9% | +19.4% | -45.2% | -40.5% |
| 3Y | -41.6% | +78.5% | -120.1% | -76.1% |
| All | -41.6% | +78.7% | -120.3% | -76.1% |
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 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