+161.5%
DPG vs SPY
+658.0%
-496.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.6% |
| 30D | +7.1% | -2.4% | +9.4% | +8.7% |
| 3M | -2.3% | -1.2% | -1.2% | -1.7% |
| 6M | -1.9% | +3.3% | -5.2% | -4.6% |
| YTD | +15.5% | +12.3% | +3.3% | +5.5% |
| 1Y | +12.8% | +12.4% | +0.4% | +2.8% |
| 3Y | +103.2% | +78.8% | +24.4% | +28.1% |
| 5Y | +49.2% | +75.2% | -25.9% | -5.7% |
| 10Y | +138.0% | +311.1% | -173.1% | -16.3% |
| All | +161.5% | +658.0% | -496.5% | -25.6% |
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