+55.7%
DOGG vs SPY
+78.7%
-23.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +0.1% | +3.3% | -3.1% | -0.9% |
| 30D | +8.4% | -2.7% | +11.1% | +9.2% |
| 3M | +5.7% | -1.7% | +7.5% | +6.2% |
| 6M | +12.9% | +3.1% | +9.8% | +11.5% |
| YTD | +18.8% | +11.9% | +6.9% | +13.8% |
| 1Y | +20.4% | +12.0% | +8.4% | +15.3% |
| All | +55.7% | +78.7% | -23.0% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling