+140.6%
DON vs SPY
+313.2%
-172.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | +5.0% | +2.0% | +3.0% | +2.8% |
| 6M | +6.2% | +13.0% | -6.8% | -6.1% |
| YTD | +13.5% | +13.5% | 0.0% | -0.1% |
| 1Y | +11.8% | +20.0% | -8.1% | -6.9% |
| 3Y | +43.5% | +77.2% | -33.7% | -19.5% |
| 5Y | +52.0% | +81.9% | -29.9% | -17.6% |
| All | +140.6% | +313.2% | -172.6% | -44.3% |
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