+150.4%
DOL vs SPY
+315.0%
-164.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +1.2% |
| 7D | +0.8% | +0.1% | +0.8% | +0.8% |
| 30D | +1.1% | -3.3% | +4.4% | +3.6% |
| 3M | -2.9% | -2.4% | -0.5% | -1.2% |
| 6M | +2.1% | +2.6% | -0.5% | +0.2% |
| YTD | +15.2% | +11.2% | +3.9% | +6.6% |
| 1Y | +21.5% | +13.4% | +8.2% | +11.0% |
| 3Y | +80.5% | +79.9% | +0.6% | +15.3% |
| 5Y | +80.0% | +72.2% | +7.8% | +17.8% |
| 10Y | +150.4% | +307.3% | -157.0% | -21.2% |
| All | +150.4% | +315.0% | -164.7% | -21.2% |
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