+37.5%
DGXX vs SPY
+18.1%
+19.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +0.2% |
| 7D | +1.6% | -0.8% | +2.4% | +4.1% |
| 30D | -9.1% | -1.1% | -8.0% | -5.6% |
| 3M | -41.4% | +3.9% | -45.2% | -47.5% |
| 6M | +31.8% | +13.6% | +18.2% | -6.0% |
| YTD | +49.4% | +12.7% | +36.7% | +8.1% |
| 1Y | +37.5% | +17.5% | +20.0% | -12.0% |
| All | +37.5% | +18.1% | +19.4% | -12.0% |
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