+78.7%
DIG vs SPY
+76.5%
+2.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.9% |
| 7D | +0.5% | -0.4% | +0.8% | +0.8% |
| 30D | +16.8% | -1.4% | +18.2% | +18.1% |
| 3M | +27.8% | +3.7% | +24.1% | +22.0% |
| 6M | +30.6% | +13.0% | +17.6% | +11.9% |
| YTD | +102.9% | +12.4% | +90.5% | +74.6% |
| 1Y | +112.7% | +18.5% | +94.1% | +69.7% |
| All | +78.7% | +76.5% | +2.2% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling