+524.5%
DGII vs SPY
+315.0%
+209.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +3.3% |
| 7D | -6.5% | +0.1% | -6.6% | -6.0% |
| 30D | -11.2% | -3.3% | -7.9% | -6.7% |
| 3M | -17.8% | -2.4% | -15.4% | -14.6% |
| 6M | +2.1% | +2.6% | -0.5% | +0.2% |
| YTD | +55.1% | +11.2% | +43.8% | +38.5% |
| 1Y | +89.6% | +13.4% | +76.2% | +65.5% |
| 3Y | +204.2% | +79.9% | +124.3% | +58.6% |
| 5Y | +196.0% | +72.2% | +123.8% | +62.8% |
| 10Y | +524.5% | +307.3% | +217.1% | +67.6% |
| All | +524.5% | +315.0% | +209.4% | +67.6% |
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 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