+510.4%
DGII vs SPY
+312.5%
+197.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -0.9% |
| 7D | -1.0% | -0.4% | -0.6% | -0.6% |
| 30D | -16.7% | -1.4% | -15.3% | -15.3% |
| 3M | +4.1% | +3.7% | +0.4% | -0.2% |
| 6M | +38.8% | +13.0% | +25.8% | +20.5% |
| YTD | +59.2% | +12.4% | +46.8% | +39.2% |
| 1Y | +99.5% | +18.5% | +80.9% | +63.6% |
| 3Y | +118.5% | +77.6% | +40.9% | +14.2% |
| 5Y | +217.6% | +81.7% | +135.9% | +62.1% |
| 10Y | +510.4% | +319.7% | +190.7% | +17.4% |
| All | +510.4% | +312.5% | +197.8% | +17.4% |
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