+100.7%
DIG vs SPY
+14.6%
+86.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.7% | -11.5% | -8.2% |
| 7D | -14.5% | -0.7% | -13.8% | -14.8% |
| 30D | -1.2% | -1.0% | -0.1% | -1.6% |
| 3M | +15.6% | -0.3% | +15.9% | +15.8% |
| 6M | +10.3% | +7.3% | +2.9% | +17.5% |
| YTD | +90.0% | +13.3% | +76.7% | +111.8% |
| 1Y | +100.7% | +14.8% | +85.9% | +123.5% |
| All | +100.7% | +14.6% | +86.1% | +123.5% |
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 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