-84.0%
DOUG vs SPY
+69.5%
-153.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.0% |
| 7D | -2.8% | -0.4% | -2.4% | -2.3% |
| 30D | -4.4% | -1.4% | -3.0% | -2.4% |
| 3M | +1.7% | +3.7% | -2.0% | -3.9% |
| 6M | -21.2% | +13.0% | -34.2% | -34.0% |
| YTD | -26.2% | +12.4% | -38.6% | -37.5% |
| 1Y | -35.2% | +18.5% | -53.7% | -49.0% |
| 3Y | -30.0% | +77.6% | -107.6% | -68.3% |
| All | -84.0% | +69.5% | -153.5% | -92.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling