+46.1%
DOGG vs SPY
+95.2%
-49.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.9% | -0.4% | -2.5% | -2.7% |
| 30D | -1.1% | -1.4% | +0.3% | -0.6% |
| 3M | +3.2% | +3.7% | -0.5% | +1.7% |
| 6M | +1.8% | +13.0% | -11.2% | -3.2% |
| YTD | +11.4% | +12.4% | -1.0% | +6.1% |
| 1Y | +19.3% | +18.5% | +0.8% | +11.0% |
| 3Y | +41.4% | +77.6% | -36.3% | +0.6% |
| All | +46.1% | +95.2% | -49.1% | -2.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling