-89.0%
DOG vs SPY
+797.0%
-886.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.4% |
| 30D | +2.1% | +0.1% | +2.0% | +2.2% |
| 3M | -2.5% | +2.0% | -4.5% | -0.4% |
| 6M | -7.3% | +13.0% | -20.3% | +4.3% |
| YTD | -8.1% | +13.5% | -21.6% | +4.0% |
| 1Y | -11.4% | +20.0% | -31.3% | +5.7% |
| 3Y | -24.9% | +77.2% | -102.1% | +32.4% |
| 5Y | -25.0% | +81.9% | -106.9% | +43.5% |
| 10Y | -69.2% | +314.1% | -383.3% | +47.4% |
| All | -89.0% | +797.0% | -886.0% | +47.9% |
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