-12.4%
DOO vs SPY
+78.7%
-91.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.6% | -5.6% |
| 7D | +2.3% | +0.5% | +1.8% | +1.8% |
| 30D | -2.8% | -0.9% | -1.9% | -1.9% |
| 3M | +4.6% | +3.9% | +0.7% | +0.7% |
| 6M | -3.3% | +14.5% | -17.8% | -15.7% |
| YTD | -10.3% | +12.9% | -23.2% | -20.4% |
| 1Y | -6.7% | +19.4% | -26.0% | -21.7% |
| 3Y | -12.4% | +78.5% | -90.9% | -54.9% |
| All | -12.4% | +78.7% | -91.1% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling