The reason it does not help with anonymity is that you own the server that it is running on. It is moving who you trust with your traffic. Do you trust your ISP or do you trust Digital Ocean / Amazon / other hosting service it supports? Any VPN isn't going to provide you anonymity, as you are connecting to it from your IP (if someone is monitoring on the VPN side, they know who you are) and logging into services associated with your identity.

However, from the readme:

>Blocks ads with a local DNS resolver (optional)