-74.4%
DCGO vs SPY
+14.6%
-89.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +0.5% |
| 7D | -6.8% | -0.7% | -6.1% | -5.5% |
| 30D | -28.5% | -1.0% | -27.5% | -27.0% |
| 3M | -60.0% | -0.3% | -59.6% | -59.4% |
| 6M | -61.4% | +7.3% | -68.8% | -65.6% |
| YTD | -70.3% | +13.3% | -83.6% | -75.5% |
| 1Y | -74.4% | +14.8% | -89.2% | -79.6% |
| All | -74.4% | +14.6% | -89.1% | -79.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling