-26.5%
DOO vs SPY
+67.4%
-93.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.1% |
| 7D | +6.0% | -2.7% | +8.7% | +9.4% |
| 30D | +16.3% | -5.4% | +21.7% | +23.9% |
| 3M | +1.7% | -4.1% | +5.8% | +6.7% |
| 6M | +16.0% | +0.7% | +15.3% | +14.9% |
| YTD | -7.8% | +8.7% | -16.4% | -16.7% |
| 1Y | +4.4% | +10.9% | -6.5% | -8.1% |
| 3Y | -6.7% | +75.0% | -81.7% | -54.9% |
| All | -26.5% | +67.4% | -93.9% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling