+201.6%
DGII vs SPY
+3,091.8%
-2,890.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -8.5% | +0.1% | -8.6% | -8.5% |
| 30D | -4.7% | +0.1% | -4.7% | -4.7% |
| 3M | +0.2% | +2.0% | -1.8% | -1.5% |
| 6M | +37.3% | +13.0% | +24.3% | +22.2% |
| YTD | +60.2% | +13.5% | +46.7% | +42.0% |
| 1Y | +103.4% | +20.0% | +83.4% | +70.7% |
| 3Y | +109.3% | +77.2% | +32.1% | +22.4% |
| 5Y | +216.7% | +81.9% | +134.8% | +81.6% |
| 10Y | +480.4% | +314.1% | +166.4% | +59.2% |
| All | +201.6% | +3,091.8% | -2,890.2% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling