-77.8%
DOYU vs SPY
+182.4%
-260.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.7% | +2.6% |
| 7D | +9.3% | -0.8% | +10.1% | +10.2% |
| 30D | +2.7% | -1.1% | +3.8% | +3.8% |
| 3M | -6.0% | +3.9% | -9.9% | -9.8% |
| 6M | -12.5% | +13.6% | -26.1% | -23.6% |
| YTD | -30.9% | +12.7% | -43.6% | -39.1% |
| 1Y | -41.5% | +17.5% | -59.0% | -50.6% |
| 3Y | +150.1% | +76.9% | +73.2% | +37.0% |
| 5Y | -30.7% | +83.6% | -114.3% | -62.6% |
| All | -77.8% | +182.4% | -260.2% | -91.6% |
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