+39.0%
DUKB vs SPY
+206.8%
-167.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -1.2% | -0.4% | -0.9% | -1.1% |
| 30D | -3.3% | -1.4% | -1.9% | -3.0% |
| 3M | -7.4% | +3.7% | -11.1% | -8.3% |
| 6M | -9.6% | +13.0% | -22.6% | -12.5% |
| YTD | -9.3% | +12.4% | -21.7% | -12.0% |
| 1Y | -8.4% | +18.5% | -26.9% | -12.4% |
| 3Y | +3.8% | +77.6% | -73.8% | -11.5% |
| 5Y | +5.8% | +81.7% | -75.9% | -11.2% |
| All | +39.0% | +206.8% | -167.8% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling