-75.9%
DGNX vs SPY
+28.3%
-104.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.9% | -8.3% | -8.4% |
| 7D | -8.7% | -0.8% | -7.9% | -7.9% |
| 30D | -15.4% | -1.1% | -14.4% | -14.4% |
| 3M | +42.0% | +3.9% | +38.1% | +36.9% |
| 6M | -70.0% | +13.6% | -83.6% | -73.6% |
| YTD | -95.9% | +12.7% | -108.6% | -96.3% |
| 1Y | -98.1% | +17.5% | -115.6% | -98.3% |
| All | -75.9% | +28.3% | -104.2% | -75.0% |
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 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