+94.5%
DGRE vs SPY
+78.7%
+15.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +3.3% | +0.5% | +2.8% | +2.8% |
| 30D | +5.7% | -0.9% | +6.7% | +6.6% |
| 3M | +7.9% | +3.9% | +4.0% | +4.7% |
| 6M | +25.6% | +14.5% | +11.1% | +13.6% |
| YTD | +34.6% | +12.9% | +21.6% | +23.0% |
| 1Y | +50.7% | +19.4% | +31.3% | +32.8% |
| 3Y | +94.5% | +78.5% | +16.0% | +25.3% |
| All | +94.5% | +78.7% | +15.8% | +25.3% |
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