-62.6%
DUG vs SPY
+75.1%
-137.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.6% |
| 7D | +27.5% | -2.7% | +30.2% | +24.7% |
| 30D | +4.0% | -5.4% | +9.4% | -0.8% |
| 3M | -13.8% | -4.1% | -9.7% | -17.0% |
| 6M | -19.7% | +0.7% | -20.4% | -19.3% |
| YTD | -52.5% | +8.7% | -61.1% | -48.6% |
| 1Y | -54.5% | +10.9% | -65.4% | -49.3% |
| 3Y | -62.6% | +75.0% | -137.6% | -20.6% |
| All | -62.6% | +75.1% | -137.7% | -20.6% |
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 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