+47.4%
DOGG vs SPY
+96.1%
-48.7%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | +0.4% | -0.9% | +1.3% | +0.7% |
| 3M | +5.3% | +3.9% | +1.5% | +3.8% |
| 6M | +2.7% | +14.5% | -11.8% | -2.8% |
| YTD | +12.4% | +12.9% | -0.5% | +6.8% |
| 1Y | +20.9% | +19.4% | +1.5% | +12.1% |
| 3Y | +42.6% | +78.5% | -35.8% | +1.3% |
| All | +47.4% | +96.1% | -48.7% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling