-18.0%
DTB vs SPY
+144.5%
-162.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -0.1% | -0.8% | +0.6% | +0.1% |
| 30D | -2.1% | -1.1% | -1.1% | -1.8% |
| 3M | -5.8% | +3.9% | -9.6% | -7.0% |
| 6M | -6.5% | +13.6% | -20.1% | -10.6% |
| YTD | -4.9% | +12.7% | -17.5% | -8.8% |
| 1Y | -11.2% | +17.5% | -28.7% | -16.0% |
| 3Y | -8.3% | +76.9% | -85.2% | -26.2% |
| 5Y | -20.9% | +83.6% | -104.5% | -38.4% |
| All | -18.0% | +144.5% | -162.5% | -38.6% |
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