-37.6%
DCBO vs SPY
+122.6%
-160.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.4% | +5.3% | +4.2% |
| 7D | +5.5% | +0.1% | +5.4% | +5.3% |
| 30D | +22.4% | -3.3% | +25.7% | +28.4% |
| 3M | +39.9% | -2.4% | +42.3% | +44.8% |
| 6M | +47.1% | +2.6% | +44.5% | +40.0% |
| YTD | +40.5% | +11.2% | +29.2% | +17.7% |
| 1Y | +32.8% | +13.4% | +19.4% | +8.0% |
| 3Y | -30.4% | +79.9% | -110.3% | -74.3% |
| 5Y | -59.1% | +72.2% | -131.2% | -82.7% |
| All | -37.6% | +122.6% | -160.2% | -83.7% |
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 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