+33.7%
DMB vs SPY
+509.8%
-476.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -0.9% | +0.1% | -0.9% | -0.9% |
| 3M | -3.1% | +2.0% | -5.1% | -3.6% |
| 6M | -2.8% | +13.0% | -15.9% | -5.9% |
| YTD | -1.8% | +13.5% | -15.3% | -5.0% |
| 1Y | +8.8% | +20.0% | -11.1% | +3.7% |
| 3Y | +11.2% | +77.2% | -66.0% | -5.0% |
| 5Y | -17.3% | +81.9% | -99.2% | -30.4% |
| 10Y | +17.3% | +314.1% | -296.7% | -16.6% |
| All | +33.7% | +509.8% | -476.1% | -13.9% |
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