-99.4%
DOGZ vs SPY
+211.8%
-311.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -1.2% |
| 7D | -5.4% | -4.7% | -0.7% | -3.7% |
| 30D | -34.4% | -5.9% | -28.5% | -32.9% |
| 3M | -39.3% | -4.5% | -34.7% | -38.1% |
| 6M | -51.9% | +1.8% | -53.7% | -52.1% |
| YTD | -94.6% | +8.3% | -102.9% | -94.7% |
| 1Y | -95.2% | +9.3% | -104.6% | -95.4% |
| 3Y | -90.4% | +74.9% | -165.3% | -92.3% |
| 5Y | -99.4% | +67.3% | -166.6% | -99.5% |
| All | -99.4% | +211.8% | -311.2% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling