-78.7%
DOYU vs SPY
+181.7%
-260.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.6% |
| 7D | +4.9% | -0.4% | +5.2% | +5.2% |
| 30D | +1.3% | -1.4% | +2.7% | +2.7% |
| 3M | -8.1% | +3.7% | -11.9% | -11.7% |
| 6M | -11.4% | +13.0% | -24.4% | -22.2% |
| YTD | -33.7% | +12.4% | -46.1% | -41.4% |
| 1Y | -43.6% | +18.5% | -62.1% | -52.8% |
| 3Y | +147.0% | +77.6% | +69.4% | +34.7% |
| 5Y | -37.5% | +81.7% | -119.2% | -66.0% |
| All | -78.7% | +181.7% | -260.4% | -91.9% |
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