-88.5%
DOG vs SPY
+758.5%
-847.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.7% |
| 7D | +1.0% | -2.7% | +3.7% | -1.3% |
| 30D | +0.1% | -5.4% | +5.5% | -4.5% |
| 3M | +6.2% | -4.1% | +10.2% | +2.6% |
| 6M | -0.9% | +0.7% | -1.6% | +0.4% |
| YTD | -3.6% | +8.7% | -12.2% | +5.3% |
| 1Y | -5.3% | +10.9% | -16.2% | +5.4% |
| 3Y | -23.9% | +75.0% | -98.9% | +33.0% |
| 5Y | -18.8% | +67.8% | -86.6% | +44.6% |
| 10Y | -68.6% | +312.9% | -381.5% | +50.0% |
| All | -88.5% | +758.5% | -847.0% | +49.7% |
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