+269.8%
DOO vs SPY
+307.0%
-37.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -2.3% | +2.6% | -4.9% | -5.4% |
| 30D | +20.6% | -2.0% | +22.6% | +23.5% |
| 3M | -2.1% | -2.8% | +0.7% | +1.2% |
| 6M | +15.9% | +2.1% | +13.8% | +12.7% |
| YTD | -9.9% | +11.5% | -21.4% | -21.6% |
| 1Y | -0.3% | +13.5% | -13.8% | -15.2% |
| 3Y | -6.2% | +77.7% | -83.9% | -55.6% |
| 5Y | -26.6% | +72.6% | -99.2% | -63.2% |
| All | +269.8% | +307.0% | -37.2% | -23.0% |
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