-10.7%
DGP vs SPY
+12.3%
-23.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | -0.1% |
| 7D | +9.1% | +0.1% | +9.1% | +8.1% |
| 30D | -10.4% | -3.3% | -7.1% | -5.5% |
| 3M | -11.4% | -2.4% | -9.0% | -7.9% |
| 6M | -27.7% | +2.6% | -30.3% | -30.3% |
| YTD | -17.4% | +11.2% | -28.6% | -29.8% |
| All | -10.7% | +12.3% | -23.0% | -23.9% |
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 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