+327.7%
DSGR vs SPY
+322.5%
+5.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.8% |
| 7D | +0.3% | -0.8% | +1.0% | +1.0% |
| 30D | -0.2% | -1.1% | +0.9% | +0.8% |
| 3M | +25.5% | +3.9% | +21.6% | +20.3% |
| 6M | +68.6% | +13.6% | +55.0% | +47.9% |
| YTD | +26.9% | +12.7% | +14.2% | +12.4% |
| 1Y | +10.1% | +17.5% | -7.4% | -6.4% |
| 3Y | +34.0% | +76.9% | -42.9% | -23.7% |
| 5Y | +37.7% | +83.6% | -45.9% | -25.2% |
| All | +327.7% | +322.5% | +5.2% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling