-99.6%
DOGZ vs SPY
+220.1%
-319.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.2% | -3.8% |
| 7D | -24.7% | +0.1% | -24.7% | -24.8% |
| 30D | -47.3% | -3.3% | -44.0% | -46.6% |
| 3M | -51.6% | -2.4% | -49.2% | -51.1% |
| 6M | -60.4% | +2.6% | -62.9% | -60.7% |
| YTD | -95.8% | +11.2% | -107.0% | -96.0% |
| 1Y | -96.2% | +13.4% | -109.5% | -96.3% |
| 3Y | -86.8% | +79.9% | -166.7% | -89.5% |
| 5Y | -99.5% | +72.2% | -171.6% | -99.6% |
| All | -99.6% | +220.1% | -319.7% | -99.6% |
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