-67.6%
DGXX vs SPY
+9.8%
-77.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -4.4% | -6.8% | +4.2% |
| 7D | -20.2% | -4.7% | -15.4% | -5.3% |
| 30D | -47.7% | -5.9% | -41.7% | -34.3% |
| 3M | -49.3% | -4.5% | -44.8% | -39.4% |
| 6M | -62.8% | +1.8% | -64.6% | -64.2% |
| YTD | -25.5% | +8.3% | -33.8% | -42.3% |
| 1Y | -67.6% | +9.3% | -76.9% | -75.6% |
| All | -67.6% | +9.8% | -77.3% | -75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling