-55.8%
DSGN vs SPY
+107.5%
-163.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.7% |
| 7D | -3.3% | -0.4% | -2.9% | -2.9% |
| 30D | +4.8% | -1.4% | +6.2% | +6.7% |
| 3M | +42.4% | +3.7% | +38.7% | +34.7% |
| 6M | +44.8% | +13.0% | +31.8% | +21.1% |
| YTD | +60.1% | +12.4% | +47.7% | +34.8% |
| 1Y | +126.2% | +18.5% | +107.7% | +77.4% |
| 3Y | +466.8% | +77.6% | +389.2% | +144.2% |
| 5Y | -12.2% | +81.7% | -93.9% | -57.8% |
| All | -55.8% | +107.5% | -163.3% | -80.8% |
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