-77.6%
DCGO vs SPY
+18.1%
-95.7%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.3% | -4.8% |
| 7D | -12.6% | -0.8% | -11.8% | -11.5% |
| 30D | -47.4% | -1.1% | -46.4% | -46.3% |
| 3M | -38.5% | +3.9% | -42.4% | -41.9% |
| 6M | -45.7% | +13.6% | -59.3% | -56.0% |
| YTD | -59.9% | +12.7% | -72.5% | -66.9% |
| 1Y | -77.6% | +17.5% | -95.1% | -83.4% |
| All | -77.6% | +18.1% | -95.7% | -83.4% |
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