+51.9%
DGICA vs SPY
+76.5%
-24.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | +1.8% | -1.4% | +3.1% | +2.1% |
| 3M | +12.1% | +3.7% | +8.4% | +11.0% |
| 6M | +14.2% | +13.0% | +1.2% | +10.2% |
| YTD | -1.9% | +12.4% | -14.3% | -5.2% |
| 1Y | +2.7% | +18.5% | -15.9% | -2.5% |
| All | +51.9% | +76.5% | -24.7% | +24.3% |
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