+153.2%
DOL vs SPY
+308.5%
-155.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +1.3% | +3.3% | -2.0% | -1.1% |
| 30D | +0.2% | -2.7% | +2.9% | +2.2% |
| 3M | -3.5% | -1.7% | -1.7% | -2.3% |
| 6M | +2.4% | +3.1% | -0.7% | +0.1% |
| YTD | +14.5% | +11.9% | +2.6% | +5.6% |
| 1Y | +17.6% | +12.0% | +5.6% | +8.3% |
| 3Y | +79.0% | +78.2% | +0.8% | +15.2% |
| 5Y | +79.3% | +73.2% | +6.1% | +16.8% |
| All | +153.2% | +308.5% | -155.3% | -20.4% |
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