+336.1%
DGII vs SPY
+308.5%
+27.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.4% | -12.4% | -12.3% |
| 7D | -6.3% | +3.3% | -9.5% | -9.7% |
| 30D | -21.6% | -2.7% | -19.0% | -18.2% |
| 3M | -31.4% | -1.7% | -29.7% | -29.2% |
| 6M | -5.0% | +3.1% | -8.1% | -7.2% |
| YTD | +35.0% | +11.9% | +23.1% | +19.9% |
| 1Y | +62.5% | +12.0% | +50.5% | +44.1% |
| 3Y | +162.5% | +78.2% | +84.4% | +38.4% |
| 5Y | +133.9% | +73.2% | +60.7% | +27.8% |
| All | +336.1% | +308.5% | +27.6% | +7.7% |
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