+305.5%
DSGR vs SPY
+3,034.0%
-2,728.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | +0.2% | +2.6% | -2.4% | -2.1% |
| 30D | -0.1% | -2.0% | +1.8% | +1.4% |
| 3M | +0.4% | -2.8% | +3.2% | +2.5% |
| 6M | +28.8% | +2.1% | +26.7% | +25.3% |
| YTD | +27.8% | +11.5% | +16.3% | +15.1% |
| 1Y | +27.4% | +13.5% | +13.9% | +13.0% |
| 3Y | +45.2% | +77.7% | -32.5% | -13.5% |
| 5Y | +28.2% | +72.6% | -44.4% | -22.6% |
| 10Y | +210.4% | +308.2% | -97.7% | -11.3% |
| All | +305.5% | +3,034.0% | -2,728.5% | -52.3% |
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