+716.9%
DSGX vs SPY
+877.7%
-160.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -3.8% |
| 7D | -6.1% | +0.5% | -6.6% | -6.5% |
| 30D | -5.0% | -0.9% | -4.1% | -4.2% |
| 3M | +0.4% | +3.9% | -3.5% | -3.4% |
| 6M | +5.3% | +14.5% | -9.2% | -7.6% |
| YTD | -13.8% | +12.9% | -26.7% | -23.4% |
| 1Y | -29.7% | +19.4% | -49.0% | -40.6% |
| 3Y | +1.1% | +78.5% | -77.4% | -40.7% |
| 5Y | -7.7% | +81.8% | -89.5% | -46.8% |
| 10Y | +250.5% | +311.5% | -61.1% | -6.4% |
| All | +716.9% | +877.7% | -160.8% | +7.2% |
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