-94.3%
DCGO vs SPY
+76.5%
-170.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.0% |
| 7D | -7.7% | -0.4% | -7.4% | -7.2% |
| 30D | -35.7% | -1.4% | -34.3% | -34.2% |
| 3M | -36.1% | +3.7% | -39.8% | -38.8% |
| 6M | -44.9% | +13.0% | -57.9% | -53.0% |
| YTD | -57.9% | +12.4% | -70.3% | -63.6% |
| 1Y | -76.6% | +18.5% | -95.1% | -81.0% |
| All | -94.3% | +76.5% | -170.9% | -97.3% |
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