+168.2%
DOO vs SPY
+467.7%
-299.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.2% |
| 7D | +8.7% | +0.1% | +8.6% | +8.6% |
| 30D | +2.7% | +0.1% | +2.7% | +2.7% |
| 3M | +7.5% | +2.0% | +5.5% | +5.1% |
| 6M | -5.7% | +13.0% | -18.7% | -17.9% |
| YTD | -4.4% | +13.5% | -17.9% | -16.9% |
| 1Y | +3.9% | +20.0% | -16.0% | -15.2% |
| 3Y | -11.1% | +77.2% | -88.3% | -53.2% |
| 5Y | -29.9% | +81.9% | -111.8% | -63.4% |
| 10Y | +297.5% | +314.1% | -16.5% | +20.8% |
| All | +168.2% | +467.7% | -299.5% | -21.6% |
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