+145.7%
DON vs SPY
+308.5%
-162.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.5% |
| 7D | +1.8% | +3.3% | -1.4% | -1.3% |
| 30D | +5.5% | -2.7% | +8.2% | +8.1% |
| 3M | -0.1% | -1.7% | +1.7% | +1.4% |
| 6M | +7.1% | +3.1% | +4.0% | +3.5% |
| YTD | +14.5% | +11.9% | +2.6% | +2.0% |
| 1Y | +15.7% | +12.0% | +3.7% | +2.9% |
| 3Y | +54.7% | +78.2% | -23.5% | -14.0% |
| 5Y | +45.9% | +73.2% | -27.3% | -16.9% |
| All | +145.7% | +308.5% | -162.8% | -42.2% |
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 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