-86.8%
DOGZ vs SPY
+78.0%
-164.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.2% | -3.9% |
| 7D | -24.7% | +0.1% | -24.7% | -24.7% |
| 30D | -47.3% | -3.3% | -44.0% | -46.5% |
| 3M | -51.6% | -2.4% | -49.2% | -51.0% |
| 6M | -60.4% | +2.6% | -62.9% | -60.5% |
| YTD | -95.8% | +11.2% | -107.0% | -95.9% |
| 1Y | -96.2% | +13.4% | -109.5% | -96.3% |
| 3Y | -86.8% | +79.9% | -166.7% | -87.5% |
| All | -86.8% | +78.0% | -164.8% | -87.5% |
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