-98.1%
DUG vs SPY
+311.3%
-409.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -3.1% |
| 7D | +0.1% | +0.5% | -0.5% | +1.1% |
| 30D | -21.6% | -0.9% | -20.6% | -23.2% |
| 3M | -21.0% | +3.9% | -24.8% | -16.4% |
| 6M | -28.3% | +14.5% | -42.8% | -10.1% |
| YTD | -55.7% | +12.9% | -68.6% | -46.0% |
| 1Y | -59.0% | +19.4% | -78.4% | -44.1% |
| 3Y | -60.6% | +78.5% | -139.1% | +35.1% |
| 5Y | -94.1% | +81.8% | -175.8% | -76.3% |
| 10Y | -98.1% | +311.5% | -409.6% | +5.6% |
| All | -98.1% | +311.3% | -409.4% | +5.6% |
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