-93.8%
DUG vs SPY
+82.0%
-175.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.2% |
| 7D | -4.5% | +0.1% | -4.6% | -4.4% |
| 30D | -20.4% | +0.1% | -20.5% | -20.5% |
| 3M | -18.1% | +2.0% | -20.1% | -16.9% |
| 6M | -27.6% | +13.0% | -40.6% | -17.5% |
| YTD | -54.7% | +13.5% | -68.3% | -48.0% |
| 1Y | -56.3% | +20.0% | -76.3% | -45.7% |
| 3Y | -61.0% | +77.2% | -138.2% | -9.5% |
| All | -93.8% | +82.0% | -175.9% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling