+316.6%
DOX vs SPY
+1,005.9%
-689.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +6.4% | +2.6% | +3.8% | +4.1% |
| 30D | -24.4% | -2.0% | -22.4% | -23.8% |
| 3M | -22.9% | -2.8% | -20.1% | -21.8% |
| 6M | -23.7% | +2.1% | -25.8% | -26.1% |
| YTD | -42.7% | +11.5% | -54.2% | -48.6% |
| 1Y | -39.6% | +13.5% | -53.1% | -46.7% |
| 3Y | -38.8% | +77.7% | -116.5% | -63.8% |
| 5Y | -31.7% | +72.6% | -104.3% | -59.5% |
| 10Y | -6.1% | +308.2% | -314.2% | -75.1% |
| All | +316.6% | +1,005.9% | -689.3% | -59.3% |
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