-83.1%
DNUT vs SPY
+92.1%
-175.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +9.0% | +0.1% | +9.0% | +9.0% |
| 3M | +3.4% | +2.0% | +1.4% | +1.0% |
| 6M | -8.6% | +13.0% | -21.7% | -18.7% |
| YTD | -15.9% | +13.5% | -29.5% | -25.6% |
| 1Y | -0.6% | +20.0% | -20.6% | -16.2% |
| 3Y | -74.0% | +77.2% | -151.2% | -84.5% |
| 5Y | -78.0% | +81.9% | -159.9% | -87.1% |
| All | -83.1% | +92.1% | -175.3% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling