-10.7%
DSGN vs SPY
+82.3%
-93.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -2.4% |
| 7D | -3.4% | -0.8% | -2.6% | -2.3% |
| 30D | -0.2% | -1.1% | +0.9% | +1.1% |
| 3M | +38.9% | +3.9% | +35.1% | +31.3% |
| 6M | +46.2% | +13.6% | +32.5% | +21.0% |
| YTD | +56.0% | +12.7% | +43.3% | +30.5% |
| 1Y | +145.5% | +17.5% | +128.0% | +94.4% |
| 3Y | +447.9% | +76.9% | +371.0% | +133.9% |
| All | -10.7% | +82.3% | -93.0% | -56.2% |
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