-56.3%
DUG vs SPY
+11.8%
-68.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.8% |
| 7D | -7.9% | +3.3% | -11.2% | -10.1% |
| 30D | +7.5% | -2.7% | +10.2% | +9.7% |
| 3M | -12.5% | -1.7% | -10.8% | -11.4% |
| 6M | -24.7% | +3.1% | -27.8% | -26.8% |
| YTD | -56.4% | +11.9% | -68.3% | -60.1% |
| 1Y | -56.3% | +12.0% | -68.3% | -60.3% |
| All | -56.3% | +11.8% | -68.1% | -60.3% |
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