+608.6%
DG vs SPY
+838.7%
-230.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | -3.0% | -0.9% | -2.1% | -2.5% |
| 30D | +8.6% | -2.4% | +11.0% | +9.8% |
| 3M | +15.0% | -1.2% | +16.2% | +15.6% |
| 6M | +32.7% | +3.3% | +29.4% | +30.3% |
| YTD | +5.5% | +12.3% | -6.8% | -0.8% |
| 1Y | +34.6% | +12.4% | +22.2% | +26.4% |
| 3Y | +24.2% | +78.8% | -54.6% | -11.4% |
| 5Y | -32.3% | +75.2% | -107.4% | -51.6% |
| 10Y | +111.1% | +311.1% | -200.0% | -9.9% |
| All | +608.6% | +838.7% | -230.1% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling