+832.8%
SPY vs DG
+617.0%
+215.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +3.3% | -2.5% | +5.7% | +3.7% |
| 30D | -2.7% | +7.7% | -10.4% | -4.1% |
| 3M | -1.7% | +13.1% | -14.9% | -4.1% |
| 6M | +3.1% | +32.0% | -28.9% | -2.5% |
| YTD | +11.9% | +3.3% | +8.6% | +10.2% |
| 1Y | +12.0% | +31.7% | -19.7% | +5.1% |
| 3Y | +78.2% | +21.7% | +56.5% | +63.1% |
| 5Y | +73.2% | -34.7% | +108.0% | +81.4% |
| 10Y | +309.6% | +106.7% | +202.9% | +227.9% |
| All | +832.8% | +617.0% | +215.7% | +445.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling