+9,431.7%
DGX vs SPY
+1,670.0%
+7,761.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | -0.3% | +0.5% | -0.9% | -0.6% |
| 30D | -1.2% | -0.9% | -0.3% | -0.6% |
| 3M | +19.9% | +3.9% | +16.0% | +16.9% |
| 6M | +19.2% | +14.5% | +4.7% | +9.3% |
| YTD | +37.5% | +12.9% | +24.6% | +26.9% |
| 1Y | +31.3% | +19.4% | +11.9% | +17.0% |
| 3Y | +96.6% | +78.5% | +18.2% | +34.3% |
| 5Y | +64.3% | +81.8% | -17.5% | +9.3% |
| 10Y | +241.1% | +311.5% | -70.4% | +33.6% |
| All | +9,431.7% | +1,670.0% | +7,761.7% | +1,364.5% |
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