+141.6%
DOYU vs SPY
+75.5%
+66.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | +4.4% | -2.0% | +6.4% | +6.4% |
| 30D | -1.4% | -1.7% | +0.2% | +0.1% |
| 3M | -7.5% | +4.7% | -12.3% | -11.8% |
| 6M | -10.6% | +12.5% | -23.1% | -20.7% |
| YTD | -33.2% | +11.7% | -45.0% | -40.3% |
| 1Y | -44.0% | +17.5% | -61.4% | -52.2% |
| All | +141.6% | +75.5% | +66.1% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling