+497.9%
DON vs SPY
+747.0%
-249.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | +1.8% |
| 7D | -0.9% | -4.7% | +3.8% | +3.7% |
| 30D | +4.1% | -5.9% | +10.0% | +10.3% |
| 3M | -1.8% | -4.5% | +2.7% | +2.5% |
| 6M | +4.5% | +1.8% | +2.7% | +2.1% |
| YTD | +12.4% | +8.3% | +4.1% | +3.1% |
| 1Y | +15.4% | +9.3% | +6.0% | +4.8% |
| 3Y | +48.6% | +74.9% | -26.2% | -16.1% |
| 5Y | +44.1% | +67.3% | -23.2% | -15.7% |
| 10Y | +154.2% | +311.6% | -157.4% | -39.2% |
| All | +497.9% | +747.0% | -249.1% | -30.6% |
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