+471.7%
DGICA vs SPY
+1,062.8%
-591.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +1.8% | +2.6% | -0.8% | -0.4% |
| 30D | +5.9% | -2.0% | +7.9% | +7.4% |
| 3M | +2.7% | -2.8% | +5.5% | +4.7% |
| 6M | +14.3% | +2.1% | +12.2% | +11.3% |
| YTD | -0.6% | +11.5% | -12.1% | -10.3% |
| 1Y | -0.1% | +13.5% | -13.6% | -11.3% |
| 3Y | +51.0% | +77.7% | -26.7% | -10.9% |
| 5Y | +66.0% | +72.6% | -6.6% | -3.2% |
| 10Y | +78.3% | +308.2% | -229.8% | -56.7% |
| All | +471.7% | +1,062.8% | -591.1% | -55.2% |
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 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