+182.8%
DGII vs SPY
+3,015.5%
-2,832.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.7% |
| 7D | -9.7% | -0.6% | -9.1% | -8.6% |
| 30D | -14.0% | -3.7% | -10.3% | -10.0% |
| 3M | -21.4% | -2.7% | -18.6% | -18.5% |
| 6M | -1.1% | +2.2% | -3.3% | -2.1% |
| YTD | +50.3% | +10.8% | +39.4% | +37.5% |
| 1Y | +83.0% | +11.2% | +71.7% | +66.8% |
| 3Y | +192.2% | +76.5% | +115.7% | +72.8% |
| 5Y | +188.7% | +72.9% | +115.8% | +75.3% |
| 10Y | +488.7% | +304.8% | +183.9% | +66.0% |
| All | +182.8% | +3,015.5% | -2,832.7% | -85.9% |
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