+202.6%
DOL vs SPY
+749.6%
-547.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.4% |
| 7D | -1.7% | -2.7% | +1.0% | +0.7% |
| 30D | -2.1% | -5.4% | +3.3% | +3.0% |
| 3M | -4.9% | -4.1% | -0.8% | -1.2% |
| 6M | -1.6% | +0.7% | -2.3% | -2.3% |
| YTD | +11.9% | +8.7% | +3.2% | +3.6% |
| 1Y | +18.4% | +10.9% | +7.5% | +7.5% |
| 3Y | +72.9% | +75.0% | -2.1% | -0.1% |
| 5Y | +74.8% | +67.8% | +7.0% | +3.2% |
| 10Y | +148.3% | +312.9% | -164.5% | -43.8% |
| All | +202.6% | +749.6% | -547.0% | -67.3% |
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