+102.2%
DG vs SPY
+312.5%
-210.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -4.8% | -0.4% | -4.5% | -4.6% |
| 30D | +1.8% | -1.4% | +3.1% | +2.5% |
| 3M | +14.5% | +3.7% | +10.8% | +12.3% |
| 6M | -13.6% | +13.0% | -26.6% | -18.7% |
| YTD | -4.8% | +12.4% | -17.2% | -10.3% |
| 1Y | +21.6% | +18.5% | +3.0% | +11.6% |
| 3Y | +4.5% | +77.6% | -73.2% | -24.8% |
| 5Y | -38.5% | +81.7% | -120.1% | -56.8% |
| 10Y | +102.2% | +319.7% | -217.4% | -26.8% |
| All | +102.2% | +312.5% | -210.3% | -26.8% |
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