-74.0%
DGNX vs SPY
+27.2%
-101.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -5.6% |
| 7D | +7.2% | -2.0% | +9.2% | +9.7% |
| 30D | -8.6% | -1.7% | -7.0% | -6.8% |
| 3M | +51.0% | +4.7% | +46.3% | +44.9% |
| 6M | -68.1% | +12.5% | -80.6% | -71.6% |
| YTD | -95.6% | +11.7% | -107.3% | -96.0% |
| 1Y | -98.2% | +17.5% | -115.7% | -98.4% |
| All | -74.0% | +27.2% | -101.2% | -72.7% |
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