+315.7%
DGRO vs SPY
+381.2%
-65.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | -1.4% | -0.4% | -1.1% | -1.1% |
| 30D | -2.0% | -1.4% | -0.6% | -0.8% |
| 3M | +4.1% | +3.7% | +0.3% | +0.6% |
| 6M | +9.6% | +13.0% | -3.4% | -1.9% |
| YTD | +13.4% | +12.4% | +1.0% | +1.9% |
| 1Y | +19.0% | +18.5% | +0.4% | +1.8% |
| 3Y | +62.2% | +77.6% | -15.4% | -4.9% |
| 5Y | +67.2% | +81.7% | -14.5% | -5.0% |
| 10Y | +258.7% | +319.7% | -60.9% | -8.2% |
| All | +315.7% | +381.2% | -65.5% | -6.6% |
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