+708.9%
DUKR vs SPY
+115.7%
+593.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | -0.2% |
| 7D | -7.2% | -0.4% | -6.9% | -8.0% |
| 30D | -2.1% | -1.4% | -0.7% | -4.8% |
| 3M | -18.0% | +3.7% | -21.7% | -12.3% |
| 6M | -27.6% | +13.0% | -40.6% | -7.7% |
| YTD | +2,042.9% | +12.4% | +2,030.5% | +2,684.9% |
| 1Y | +1,153.0% | +18.5% | +1,134.5% | +1,522.6% |
| 3Y | +5,203.0% | +77.6% | +5,125.4% | +7,653.5% |
| 5Y | +1,318.9% | +81.7% | +1,237.2% | +2,150.3% |
| All | +708.9% | +115.7% | +593.2% | +1,609.1% |
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