+27.4%
DMB vs SPY
+315.0%
-287.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.7% |
| 7D | +2.1% | +0.1% | +2.1% | +2.1% |
| 30D | +13.7% | -3.3% | +17.0% | +14.7% |
| 3M | +0.4% | -2.4% | +2.8% | +1.0% |
| 6M | -2.4% | +2.6% | -4.9% | -3.2% |
| YTD | +0.2% | +11.2% | -11.0% | -3.1% |
| 1Y | +3.1% | +13.4% | -10.3% | -0.9% |
| 3Y | +25.1% | +79.9% | -54.8% | +3.6% |
| 5Y | -11.4% | +72.2% | -83.6% | -26.2% |
| 10Y | +27.4% | +307.3% | -279.9% | -15.2% |
| All | +27.4% | +315.0% | -287.6% | -15.2% |
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