-20.7%
DTB vs SPY
+82.3%
-102.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.1% |
| 6M | -6.5% | +13.6% | -20.1% | -10.8% |
| YTD | -4.9% | +12.7% | -17.5% | -9.0% |
| 1Y | -11.2% | +17.5% | -28.7% | -16.3% |
| 3Y | -8.3% | +76.9% | -85.2% | -27.6% |
| All | -20.7% | +82.3% | -102.9% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling