+148.8%
DON vs SPY
+312.9%
-164.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -0.7% | -2.7% | +2.0% | +1.8% |
| 30D | +5.4% | -5.4% | +10.8% | +10.9% |
| 3M | -1.2% | -4.1% | +2.8% | +2.5% |
| 6M | +3.8% | +0.7% | +3.0% | +2.5% |
| YTD | +12.3% | +8.7% | +3.7% | +2.9% |
| 1Y | +16.2% | +10.9% | +5.3% | +4.3% |
| 3Y | +50.1% | +75.0% | -24.9% | -15.1% |
| 5Y | +43.9% | +67.8% | -23.9% | -15.5% |
| All | +148.8% | +312.9% | -164.0% | -40.0% |
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 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