+95.0%
DGX vs SPY
+72.1%
+22.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | +1.6% | +2.6% | -1.0% | +0.7% |
| 30D | +11.2% | -2.0% | +13.2% | +11.9% |
| 3M | +10.4% | -2.8% | +13.2% | +11.4% |
| 6M | +37.1% | +2.1% | +34.9% | +35.7% |
| YTD | +52.1% | +11.5% | +40.6% | +45.5% |
| 1Y | +40.7% | +13.5% | +27.3% | +33.6% |
| 3Y | +107.6% | +77.7% | +29.9% | +59.5% |
| All | +95.0% | +72.1% | +22.9% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling