+16.5%
DIG vs SPY
+664.0%
-647.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -0.9% |
| 7D | +4.3% | +0.1% | +4.1% | +3.9% |
| 30D | +23.8% | +0.1% | +23.8% | +23.2% |
| 3M | +17.1% | +2.0% | +15.1% | +9.5% |
| 6M | +26.1% | +13.0% | +13.1% | -8.5% |
| YTD | +95.4% | +13.5% | +81.8% | +39.6% |
| 1Y | +97.8% | +20.0% | +77.8% | +24.5% |
| 3Y | +72.4% | +77.2% | -4.8% | -54.7% |
| 5Y | +425.1% | +81.9% | +343.2% | +26.2% |
| 10Y | +87.8% | +314.1% | -226.3% | -91.0% |
| All | +16.5% | +664.0% | -647.4% | -97.6% |
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