+730.5%
DUKR vs SPY
+116.3%
+614.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +2.1% |
| 7D | -4.6% | -0.8% | -3.8% | -6.2% |
| 30D | -3.2% | -1.1% | -2.2% | -5.3% |
| 3M | -18.1% | +3.9% | -21.9% | -12.3% |
| 6M | -32.6% | +13.6% | -46.2% | -13.2% |
| YTD | +2,100.0% | +12.7% | +2,087.3% | +2,773.9% |
| 1Y | +1,303.6% | +17.5% | +1,286.1% | +1,727.9% |
| 3Y | +5,290.0% | +76.9% | +5,213.1% | +7,800.4% |
| 5Y | +1,356.8% | +83.6% | +1,273.2% | +2,236.1% |
| All | +730.5% | +116.3% | +614.2% | +1,663.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling