-100.0%
DBGI vs SPY
+100.1%
-200.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +4.1% |
| 7D | -44.0% | +0.1% | -44.1% | -44.0% |
| 30D | -76.8% | +0.1% | -76.9% | -76.8% |
| 3M | -87.5% | +2.0% | -89.5% | -87.6% |
| 6M | -97.5% | +13.0% | -110.5% | -97.6% |
| YTD | -99.3% | +13.5% | -112.8% | -99.3% |
| 1Y | -99.0% | +20.0% | -118.9% | -99.0% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +100.1% | -200.1% | -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 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