+266.8%
DGT vs SPY
+307.0%
-40.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +2.4% | +2.6% | -0.2% | +0.2% |
| 30D | +2.3% | -2.0% | +4.3% | +3.9% |
| 3M | -0.4% | -2.8% | +2.4% | +1.8% |
| 6M | +4.3% | +2.1% | +2.2% | +2.3% |
| YTD | +16.2% | +11.5% | +4.7% | +5.9% |
| 1Y | +18.7% | +13.5% | +5.2% | +6.6% |
| 3Y | +88.3% | +77.7% | +10.6% | +14.8% |
| 5Y | +92.3% | +72.6% | +19.7% | +19.3% |
| All | +266.8% | +307.0% | -40.2% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling