-79.2%
DNUT vs SPY
+83.9%
-163.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.3% | -9.7% | -9.6% |
| 7D | +27.3% | -2.7% | +30.0% | +28.7% |
| 30D | +42.8% | -5.4% | +48.2% | +47.7% |
| 3M | +29.1% | -4.1% | +33.2% | +31.9% |
| 6M | +13.3% | +0.7% | +12.6% | +10.1% |
| YTD | +3.7% | +8.7% | -4.9% | -6.0% |
| 1Y | +6.6% | +10.9% | -4.2% | -5.0% |
| 3Y | -68.2% | +75.0% | -143.2% | -81.1% |
| 5Y | -69.1% | +67.8% | -136.9% | -81.0% |
| All | -79.2% | +83.9% | -163.1% | -88.3% |
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