+67.1%
DGXX vs SPY
+116.3%
-49.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +0.8% |
| 7D | +1.6% | -0.8% | +2.4% | +3.6% |
| 30D | -9.1% | -1.1% | -8.0% | -6.3% |
| 3M | -41.4% | +3.9% | -45.2% | -46.1% |
| 6M | +31.8% | +13.6% | +18.2% | +1.1% |
| YTD | +49.4% | +12.7% | +36.7% | +17.1% |
| 1Y | +37.5% | +17.5% | +20.0% | -2.2% |
| 3Y | +288.8% | +76.9% | +211.9% | +4.9% |
| 5Y | -22.3% | +83.6% | -105.9% | -76.4% |
| All | +67.1% | +116.3% | -49.2% | -67.0% |
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 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