+267.7%
DSGX vs SPY
+322.5%
-54.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.8% | +5.9% |
| 7D | -3.7% | -0.8% | -2.9% | -3.0% |
| 30D | -2.0% | -1.1% | -1.0% | -1.0% |
| 3M | +3.4% | +3.9% | -0.5% | -0.2% |
| 6M | +10.0% | +13.6% | -3.6% | -2.0% |
| YTD | -13.3% | +12.7% | -25.9% | -22.2% |
| 1Y | -28.9% | +17.5% | -46.4% | -38.6% |
| 3Y | +2.1% | +76.9% | -74.8% | -37.9% |
| 5Y | -10.7% | +83.6% | -94.2% | -47.4% |
| All | +267.7% | +322.5% | -54.8% | +7.5% |
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 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