+33.3%
DSGR vs SPY
+81.0%
-47.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +0.3% | -0.4% | +0.6% | +0.6% |
| 30D | -0.3% | -1.4% | +1.0% | +0.8% |
| 3M | +26.5% | +3.7% | +22.8% | +22.1% |
| 6M | +61.9% | +13.0% | +48.9% | +44.4% |
| YTD | +26.9% | +12.4% | +14.5% | +13.9% |
| 1Y | +11.6% | +18.5% | -6.9% | -4.3% |
| 3Y | +36.0% | +77.6% | -41.6% | -15.5% |
| 5Y | +33.3% | +81.7% | -48.3% | -21.5% |
| All | +33.3% | +81.0% | -47.6% | -21.5% |
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