+23.0%
DOX vs SPY
+322.5%
-299.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.4% |
| 7D | -1.3% | -0.8% | -0.5% | -0.7% |
| 30D | +7.2% | -1.1% | +8.3% | +8.0% |
| 3M | +10.8% | +3.9% | +7.0% | +7.7% |
| 6M | -6.4% | +13.6% | -20.0% | -14.6% |
| YTD | -22.2% | +12.7% | -34.8% | -28.6% |
| 1Y | -25.6% | +17.5% | -43.1% | -33.8% |
| 3Y | -23.9% | +76.9% | -100.8% | -49.7% |
| 5Y | -11.1% | +83.6% | -94.7% | -43.5% |
| All | +23.0% | +322.5% | -299.5% | -55.6% |
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 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