-18.9%
DTB vs SPY
+143.9%
-162.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.8% | -0.4% | -0.5% | -0.7% |
| 30D | -4.2% | -1.4% | -2.8% | -3.7% |
| 3M | -6.7% | +3.7% | -10.5% | -7.9% |
| 6M | -7.4% | +13.0% | -20.4% | -11.2% |
| YTD | -5.9% | +12.4% | -18.3% | -9.7% |
| 1Y | -10.7% | +18.5% | -29.3% | -15.9% |
| 3Y | -8.1% | +77.6% | -85.7% | -26.2% |
| 5Y | -21.8% | +81.7% | -103.5% | -38.9% |
| All | -18.9% | +143.9% | -162.8% | -39.2% |
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