-100.0%
DBGI vs SPY
+75.1%
-175.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -39.8% | +0.3% | -40.1% | -40.0% |
| 7D | -59.9% | -2.7% | -57.2% | -58.6% |
| 30D | -93.5% | -5.4% | -88.1% | -93.1% |
| 3M | -98.1% | -4.1% | -94.0% | -98.0% |
| 6M | -99.5% | +0.7% | -100.2% | -99.5% |
| YTD | -99.9% | +8.7% | -108.6% | -99.9% |
| 1Y | -99.9% | +10.9% | -110.8% | -99.9% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| All | -100.0% | +75.1% | -175.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling