+157.4%
DPG vs SPY
+633.5%
-476.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | -2.6% | -2.7% | +0.2% | -0.7% |
| 30D | +6.2% | -5.4% | +11.6% | +10.3% |
| 3M | -3.5% | -4.1% | +0.5% | -0.8% |
| 6M | -3.5% | +0.7% | -4.2% | -4.5% |
| YTD | +13.7% | +8.7% | +5.1% | +6.3% |
| 1Y | +13.3% | +10.9% | +2.4% | +4.2% |
| 3Y | +95.7% | +75.0% | +20.7% | +25.2% |
| 5Y | +46.8% | +67.8% | -21.0% | -4.2% |
| 10Y | +132.0% | +312.9% | -180.8% | -18.1% |
| All | +157.4% | +633.5% | -476.2% | -25.0% |
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