-36.9%
DCBO vs SPY
+121.7%
-158.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.7% |
| 7D | +5.3% | -0.6% | +5.9% | +6.1% |
| 30D | +23.9% | -3.7% | +27.5% | +30.6% |
| 3M | +34.8% | -2.7% | +37.5% | +40.2% |
| 6M | +48.8% | +2.2% | +46.6% | +42.4% |
| YTD | +42.1% | +10.8% | +31.3% | +19.7% |
| 1Y | +33.6% | +11.2% | +22.4% | +11.9% |
| 3Y | -30.9% | +76.5% | -107.4% | -73.6% |
| 5Y | -57.3% | +72.9% | -130.2% | -82.1% |
| All | -36.9% | +121.7% | -158.7% | -83.4% |
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