+25.7%
DMB vs SPY
+312.9%
-287.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +2.4% | -2.7% | +5.1% | +3.2% |
| 30D | +14.8% | -5.4% | +20.2% | +16.6% |
| 3M | +1.0% | -4.1% | +5.1% | +2.2% |
| 6M | -1.8% | +0.7% | -2.5% | -2.1% |
| YTD | +0.2% | +8.7% | -8.5% | -2.4% |
| 1Y | +3.2% | +10.9% | -7.7% | -0.1% |
| 3Y | +25.9% | +75.0% | -49.1% | +5.1% |
| 5Y | -13.6% | +67.8% | -81.4% | -27.6% |
| All | +25.7% | +312.9% | -287.1% | -11.7% |
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