+60.4%
DGRE vs SPY
+81.8%
-21.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +3.3% | +0.5% | +2.8% | +2.9% |
| 30D | +5.7% | -0.9% | +6.7% | +6.4% |
| 3M | +7.9% | +3.9% | +4.0% | +5.2% |
| 6M | +25.6% | +14.5% | +11.1% | +15.0% |
| YTD | +34.6% | +12.9% | +21.6% | +24.5% |
| 1Y | +50.7% | +19.4% | +31.3% | +34.6% |
| 3Y | +94.5% | +78.5% | +16.0% | +34.0% |
| 5Y | +60.4% | +81.8% | -21.3% | +8.2% |
| All | +60.4% | +81.8% | -21.3% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling