+126.0%
DGS vs SPY
+578.0%
-452.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.6% |
| 7D | -1.2% | -2.7% | +1.5% | +1.2% |
| 30D | -9.4% | -5.4% | -4.0% | -4.9% |
| 3M | -7.7% | -4.1% | -3.6% | -4.3% |
| 6M | -9.4% | +0.7% | -10.1% | -9.8% |
| YTD | +4.1% | +8.7% | -4.6% | -3.1% |
| 1Y | +6.2% | +10.9% | -4.7% | -2.9% |
| 3Y | +39.0% | +75.0% | -36.0% | -17.1% |
| 5Y | +35.8% | +67.8% | -32.0% | -17.9% |
| 10Y | +114.2% | +312.9% | -198.7% | -48.3% |
| All | +126.0% | +578.0% | -452.0% | -64.0% |
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