-97.7%
DGNX vs SPY
+20.8%
-118.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +9.8% |
| 7D | +25.0% | +0.1% | +24.9% | +24.6% |
| 30D | +7.9% | +0.1% | +7.9% | +7.8% |
| 3M | +44.2% | +2.0% | +42.2% | +35.5% |
| 6M | -69.9% | +13.0% | -82.9% | -79.0% |
| YTD | -95.5% | +13.5% | -109.0% | -96.9% |
| 1Y | -97.7% | +20.0% | -117.6% | -99.0% |
| All | -97.7% | +20.8% | -118.5% | -99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling