+409.6%
DGRW vs SPY
+471.2%
-61.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -0.6% | -0.4% | -0.2% | -0.2% |
| 30D | -1.4% | -1.4% | -0.1% | -0.2% |
| 3M | +3.0% | +3.7% | -0.7% | -0.3% |
| 6M | +8.9% | +13.0% | -4.1% | -2.4% |
| YTD | +11.0% | +12.4% | -1.3% | 0.0% |
| 1Y | +14.1% | +18.5% | -4.5% | -2.1% |
| 3Y | +56.0% | +77.6% | -21.6% | -7.5% |
| 5Y | +74.4% | +81.7% | -7.2% | +0.3% |
| 10Y | +278.2% | +319.7% | -41.5% | -2.4% |
| All | +409.6% | +471.2% | -61.6% | -1.9% |
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