+18.2%
DIG vs SPY
+650.1%
-632.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.5% |
| 7D | +10.5% | +2.6% | +7.9% | +4.6% |
| 30D | -9.0% | -2.0% | -7.0% | -6.3% |
| 3M | +10.9% | -2.8% | +13.7% | +15.3% |
| 6M | +22.6% | +2.1% | +20.4% | +11.6% |
| YTD | +98.1% | +11.5% | +86.6% | +44.5% |
| 1Y | +94.4% | +13.5% | +81.0% | +36.1% |
| 3Y | +105.7% | +77.7% | +28.0% | -47.1% |
| 5Y | +274.5% | +72.6% | +201.9% | -0.7% |
| 10Y | +90.5% | +308.2% | -217.6% | -90.8% |
| All | +18.2% | +650.1% | -632.0% | -97.5% |
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 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