+7.7%
DOLE vs SPY
+80.1%
-72.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +6.2% | -2.7% | +8.9% | +7.5% |
| 30D | +8.4% | -5.4% | +13.8% | +11.1% |
| 3M | +1.4% | -4.1% | +5.5% | +3.3% |
| 6M | -5.7% | +0.7% | -6.5% | -6.5% |
| YTD | -5.7% | +8.7% | -14.4% | -10.1% |
| 1Y | +8.3% | +10.9% | -2.6% | +2.2% |
| 3Y | +28.2% | +75.0% | -46.8% | -8.1% |
| 5Y | +14.4% | +67.8% | -53.4% | -23.0% |
| All | +7.7% | +80.1% | -72.4% | -23.2% |
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 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