+78.5%
SPY vs DG
+10.3%
+68.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.5% |
| 7D | +0.5% | -2.5% | +3.0% | +0.6% |
| 30D | -0.9% | +1.0% | -2.0% | -1.0% |
| 3M | +3.9% | +20.3% | -16.4% | +3.5% |
| 6M | +14.5% | -11.7% | +26.3% | +14.5% |
| YTD | +12.9% | -2.3% | +15.2% | +12.8% |
| 1Y | +19.4% | +20.0% | -0.6% | +19.1% |
| 3Y | +78.5% | +7.2% | +71.2% | +82.1% |
| All | +78.5% | +10.3% | +68.1% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling