-98.1%
DOGZ vs SPY
+82.0%
-180.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | +2.7% | +0.1% | +2.6% | +2.7% |
| 3M | -8.0% | +2.0% | -10.0% | -8.8% |
| 6M | -37.5% | +13.0% | -50.5% | -41.3% |
| YTD | -90.8% | +13.5% | -104.3% | -91.5% |
| 1Y | -91.1% | +20.0% | -111.1% | -92.0% |
| 3Y | -93.0% | +77.2% | -170.2% | -95.1% |
| All | -98.1% | +82.0% | -180.1% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling