-52.8%
DUG vs SPY
+12.3%
-65.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -2.8% |
| 7D | +16.8% | +0.1% | +16.7% | +16.0% |
| 30D | +8.4% | -3.3% | +11.8% | +11.2% |
| 3M | -16.8% | -2.4% | -14.4% | -15.3% |
| 6M | -24.2% | +2.6% | -26.7% | -26.0% |
| YTD | -53.0% | +11.2% | -64.2% | -56.8% |
| All | -52.8% | +12.3% | -65.2% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling