-9.6%
DOX vs SPY
+311.8%
-321.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.1% |
| 7D | -1.2% | -0.9% | -0.3% | -0.8% |
| 30D | -26.6% | -2.4% | -24.3% | -25.9% |
| 3M | -24.2% | -1.2% | -23.1% | -24.2% |
| 6M | -29.6% | +3.3% | -32.9% | -31.9% |
| YTD | -44.8% | +12.3% | -57.1% | -49.7% |
| 1Y | -46.7% | +12.4% | -59.2% | -51.5% |
| 3Y | -41.7% | +78.8% | -120.5% | -62.0% |
| 5Y | -35.4% | +75.2% | -110.6% | -57.8% |
| 10Y | -9.6% | +311.1% | -320.7% | -69.5% |
| All | -9.6% | +311.8% | -321.3% | -69.5% |
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 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