+145.9%
DGII vs SPY
+78.1%
+67.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.6% |
| 7D | -12.3% | +2.6% | -14.9% | -15.5% |
| 30D | -22.3% | -2.0% | -20.4% | -19.1% |
| 3M | -34.9% | -2.8% | -32.1% | -31.3% |
| 6M | -15.2% | +2.1% | -17.3% | -16.5% |
| YTD | +28.0% | +11.5% | +16.6% | +11.2% |
| 1Y | +43.9% | +13.5% | +30.4% | +22.0% |
| 3Y | +145.9% | +77.7% | +68.2% | -5.4% |
| All | +145.9% | +78.1% | +67.8% | -5.4% |
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 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