-99.5%
DOGZ vs SPY
+212.7%
-312.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.3% | -20.4% | -20.2% |
| 7D | -23.1% | -2.7% | -20.4% | -22.3% |
| 30D | -44.4% | -5.4% | -39.0% | -43.2% |
| 3M | -50.5% | -4.1% | -46.4% | -49.7% |
| 6M | -59.7% | +0.7% | -60.4% | -59.7% |
| YTD | -95.6% | +8.7% | -104.3% | -95.8% |
| 1Y | -96.0% | +10.9% | -106.9% | -96.2% |
| 3Y | -90.9% | +75.0% | -165.9% | -92.7% |
| 5Y | -99.5% | +67.8% | -167.3% | -99.6% |
| All | -99.5% | +212.7% | -312.3% | -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 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