+534.1%
DGP vs SPY
+687.9%
-153.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +12.9% | +0.1% | +12.8% | +12.9% |
| 3M | -1.1% | +2.0% | -3.1% | -1.2% |
| 6M | -28.4% | +13.0% | -41.4% | -29.0% |
| YTD | +1.2% | +13.5% | -12.3% | +0.4% |
| 1Y | +40.9% | +20.0% | +20.9% | +39.3% |
| 3Y | +306.3% | +77.2% | +229.1% | +294.7% |
| 5Y | +310.3% | +81.9% | +228.4% | +296.8% |
| 10Y | +490.9% | +314.1% | +176.8% | +459.4% |
| All | +534.1% | +687.9% | -153.8% | +328.6% |
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