-97.8%
DCGO vs SPY
+72.1%
-169.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.1% |
| 7D | -15.1% | +2.6% | -17.7% | -17.7% |
| 30D | -23.5% | -2.0% | -21.6% | -21.2% |
| 3M | -68.1% | -2.8% | -65.4% | -66.7% |
| 6M | -64.6% | +2.1% | -66.8% | -65.3% |
| YTD | -76.3% | +11.5% | -87.8% | -79.1% |
| 1Y | -80.0% | +13.5% | -93.5% | -82.7% |
| 3Y | -96.3% | +77.7% | -174.0% | -98.1% |
| All | -97.8% | +72.1% | -169.9% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling