+151.6%
DGS vs SPY
+608.4%
-456.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +1.7% | +0.1% | +1.5% | +1.5% |
| 30D | +3.6% | +0.1% | +3.5% | +3.5% |
| 3M | +0.6% | +2.0% | -1.4% | -1.0% |
| 6M | +7.5% | +13.0% | -5.5% | -3.3% |
| YTD | +15.9% | +13.5% | +2.3% | +3.8% |
| 1Y | +19.9% | +20.0% | -0.1% | +2.2% |
| 3Y | +51.5% | +77.2% | -25.7% | -10.6% |
| 5Y | +43.2% | +81.9% | -38.7% | -19.6% |
| 10Y | +130.9% | +314.1% | -183.2% | -44.0% |
| All | +151.6% | +608.4% | -456.9% | -61.4% |
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