-96.5%
DCGO vs SPY
+120.4%
-216.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | -9.9% | -2.0% | -7.9% | -7.7% |
| 30D | -37.2% | -1.7% | -35.5% | -35.7% |
| 3M | -34.4% | +4.7% | -39.1% | -37.6% |
| 6M | -43.4% | +12.5% | -55.9% | -50.5% |
| YTD | -58.4% | +11.7% | -70.2% | -63.2% |
| 1Y | -75.8% | +17.5% | -93.3% | -79.7% |
| 3Y | -94.8% | +76.6% | -171.4% | -97.2% |
| 5Y | -96.3% | +82.0% | -178.4% | -98.0% |
| All | -96.5% | +120.4% | -216.8% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling