+82.3%
DGICA vs SPY
+322.5%
-240.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.1% |
| 30D | +3.8% | -1.1% | +4.9% | +4.4% |
| 3M | +11.9% | +3.9% | +8.0% | +9.4% |
| 6M | +18.5% | +13.6% | +4.9% | +9.9% |
| YTD | 0.0% | +12.7% | -12.7% | -7.0% |
| 1Y | +2.3% | +17.5% | -15.2% | -7.2% |
| 3Y | +54.7% | +76.9% | -22.2% | +8.4% |
| 5Y | +62.2% | +83.6% | -21.4% | +8.8% |
| All | +82.3% | +322.5% | -240.1% | -38.2% |
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