+212.6%
DGRS vs SPY
+461.8%
-249.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | -2.0% | -2.0% | 0.0% | 0.0% |
| 30D | -4.7% | -1.7% | -3.1% | -3.1% |
| 3M | +2.2% | +4.7% | -2.5% | -2.7% |
| 6M | +10.4% | +12.5% | -2.1% | -2.5% |
| YTD | +18.4% | +11.7% | +6.7% | +5.3% |
| 1Y | +17.9% | +17.5% | +0.5% | -0.4% |
| 3Y | +48.4% | +76.6% | -28.2% | -18.0% |
| 5Y | +46.7% | +82.0% | -35.3% | -22.2% |
| 10Y | +145.9% | +317.1% | -171.2% | -43.4% |
| All | +212.6% | +461.8% | -249.2% | -47.2% |
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 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