+211.5%
DOL vs SPY
+769.7%
-558.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +0.7% |
| 7D | +0.8% | +0.1% | +0.8% | +0.7% |
| 30D | +1.1% | -3.3% | +4.4% | +4.2% |
| 3M | -2.9% | -2.4% | -0.5% | -0.8% |
| 6M | +2.0% | +2.6% | -0.5% | -0.4% |
| YTD | +15.2% | +11.2% | +3.9% | +4.3% |
| 1Y | +21.5% | +13.4% | +8.1% | +8.1% |
| 3Y | +80.5% | +79.9% | +0.6% | +1.7% |
| 5Y | +80.0% | +72.2% | +7.8% | +3.7% |
| 10Y | +150.3% | +307.3% | -157.0% | -42.3% |
| All | +211.5% | +769.7% | -558.3% | -67.0% |
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