+220.1%
DGII vs SPY
+82.0%
+138.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.8% |
| 7D | -8.5% | +0.1% | -8.6% | -8.6% |
| 30D | -4.7% | +0.1% | -4.7% | -4.7% |
| 3M | +0.2% | +2.0% | -1.8% | -2.1% |
| 6M | +37.3% | +13.0% | +24.3% | +18.6% |
| YTD | +60.2% | +13.5% | +46.7% | +37.6% |
| 1Y | +103.4% | +20.0% | +83.4% | +63.2% |
| 3Y | +109.3% | +77.2% | +32.1% | +8.9% |
| All | +220.1% | +82.0% | +138.0% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling