-84.9%
DOUG vs SPY
+68.2%
-153.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.4% |
| 7D | +5.8% | +2.6% | +3.2% | +1.9% |
| 30D | +14.6% | -2.0% | +16.6% | +17.7% |
| 3M | -17.9% | -2.8% | -15.1% | -14.7% |
| 6M | -4.1% | +2.1% | -6.2% | -7.6% |
| YTD | -30.4% | +11.5% | -41.9% | -40.6% |
| 1Y | -34.0% | +13.5% | -47.5% | -45.1% |
| 3Y | -8.8% | +77.7% | -86.5% | -58.8% |
| All | -84.9% | +68.2% | -153.1% | -92.9% |
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 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