+9.1%
DOLE vs SPY
+83.7%
-74.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +7.5% | -0.6% | +8.1% | +7.7% |
| 30D | +7.0% | -3.7% | +10.7% | +8.7% |
| 3M | +9.0% | -2.7% | +11.8% | +10.3% |
| 6M | -4.3% | +2.2% | -6.5% | -5.7% |
| YTD | -4.5% | +10.8% | -15.3% | -9.7% |
| 1Y | +3.8% | +11.2% | -7.5% | -2.2% |
| 3Y | +29.7% | +76.5% | -46.8% | -7.3% |
| 5Y | +13.0% | +72.9% | -60.0% | -24.0% |
| All | +9.1% | +83.7% | -74.6% | -22.9% |
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