+301.6%
DSGR vs SPY
+3,091.8%
-2,790.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -0.4% | +0.1% | -0.5% | -0.5% |
| 3M | +25.4% | +2.0% | +23.4% | +22.6% |
| 6M | +16.7% | +13.0% | +3.6% | +4.2% |
| YTD | +26.5% | +13.5% | +13.0% | +12.6% |
| 1Y | +8.7% | +20.0% | -11.3% | -8.0% |
| 3Y | +39.5% | +77.2% | -37.7% | -16.8% |
| 5Y | +32.0% | +81.9% | -49.8% | -23.7% |
| 10Y | +303.5% | +314.1% | -10.6% | +14.1% |
| All | +301.6% | +3,091.8% | -2,790.2% | -53.4% |
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