-83.4%
DOUG vs SPY
+71.3%
-154.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | 0.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +3.4% | +0.1% | +3.4% | +3.3% |
| 3M | 0.0% | +2.0% | -2.0% | -3.2% |
| 6M | -19.9% | +13.0% | -32.9% | -33.0% |
| YTD | -23.6% | +13.5% | -37.2% | -36.3% |
| 1Y | -31.7% | +20.0% | -51.7% | -47.2% |
| 3Y | -31.4% | +77.2% | -108.6% | -68.8% |
| All | -83.4% | +71.3% | -154.7% | -92.4% |
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