-99.6%
DOGZ vs SPY
+220.9%
-320.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | -19.8% | +2.6% | -22.4% | -20.6% |
| 30D | -52.6% | -2.0% | -50.6% | -52.2% |
| 3M | -69.7% | -2.8% | -66.9% | -69.3% |
| 6M | -67.3% | +2.1% | -69.4% | -67.5% |
| YTD | -96.5% | +11.5% | -108.0% | -96.7% |
| 1Y | -96.6% | +13.5% | -110.1% | -96.8% |
| 3Y | -88.2% | +77.7% | -165.9% | -90.6% |
| 5Y | -99.6% | +72.6% | -172.2% | -99.6% |
| All | -99.6% | +220.9% | -320.5% | -99.7% |
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 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