+19.9%
DMB vs SPY
+78.1%
-58.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.9% | +2.6% | -6.5% | -4.3% |
| 30D | +9.6% | -2.0% | +11.6% | +9.9% |
| 3M | -4.1% | -2.8% | -1.3% | -3.7% |
| 6M | -6.2% | +2.1% | -8.3% | -6.5% |
| YTD | -3.7% | +11.5% | -15.2% | -5.6% |
| 1Y | -1.0% | +13.5% | -14.5% | -3.2% |
| 3Y | +19.9% | +77.7% | -57.8% | +6.0% |
| All | +19.9% | +78.1% | -58.2% | +6.0% |
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