-69.4%
DNUT vs SPY
+78.1%
-147.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | -6.0% | +2.6% | -8.6% | -7.5% |
| 30D | +28.5% | -2.0% | +30.5% | +29.2% |
| 3M | +19.5% | -2.8% | +22.3% | +20.8% |
| 6M | +18.4% | +2.1% | +16.3% | +14.0% |
| YTD | -2.5% | +11.5% | -14.0% | -13.7% |
| 1Y | 0.0% | +13.5% | -13.5% | -13.0% |
| 3Y | -69.4% | +77.7% | -147.1% | -83.7% |
| All | -69.4% | +78.1% | -147.5% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling