+11.4%
DMBS vs SPY
+96.2%
-84.8%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | +0.2% | +0.5% | -0.4% | +0.1% |
| 30D | -0.6% | -0.9% | +0.4% | -0.5% |
| 3M | -0.2% | +3.9% | -4.1% | -0.5% |
| 6M | -1.4% | +14.5% | -15.9% | -2.2% |
| YTD | -0.2% | +12.9% | -13.1% | -1.0% |
| 1Y | +0.9% | +19.4% | -18.4% | -0.2% |
| 3Y | +15.1% | +78.5% | -63.4% | +7.6% |
| All | +11.4% | +96.2% | -84.8% | +5.6% |
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