+255.0%
DGRO vs SPY
+322.5%
-67.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | -1.1% | -0.8% | -0.4% | -0.5% |
| 30D | -2.0% | -1.1% | -0.9% | -1.1% |
| 3M | +4.2% | +3.9% | +0.4% | +0.7% |
| 6M | +10.7% | +13.6% | -2.9% | -1.3% |
| YTD | +13.7% | +12.7% | +1.1% | +2.0% |
| 1Y | +17.4% | +17.5% | -0.1% | +1.4% |
| 3Y | +62.3% | +76.9% | -14.6% | -4.3% |
| 5Y | +68.7% | +83.6% | -14.9% | -4.9% |
| All | +255.0% | +322.5% | -67.5% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling