+269.4%
DIG vs SPY
+72.1%
+197.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.2% |
| 7D | +10.5% | +2.6% | +7.9% | +7.3% |
| 30D | -9.0% | -2.0% | -7.0% | -7.3% |
| 3M | +10.9% | -2.8% | +13.7% | +13.6% |
| 6M | +22.6% | +2.1% | +20.4% | +16.9% |
| YTD | +98.1% | +11.5% | +86.6% | +66.5% |
| 1Y | +94.4% | +13.5% | +81.0% | +59.3% |
| 3Y | +105.7% | +77.7% | +28.0% | -7.4% |
| All | +269.4% | +72.1% | +197.3% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling