+7.7%
DUKZ vs SPY
+38.9%
-31.2%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +0.4% | -2.4% | +2.7% | +0.7% |
| 3M | -1.2% | -1.2% | -0.1% | -1.1% |
| 6M | -1.6% | +3.3% | -4.9% | -2.1% |
| YTD | +0.6% | +12.3% | -11.7% | -1.0% |
| 1Y | +0.3% | +12.4% | -12.2% | -1.3% |
| All | +7.7% | +38.9% | -31.2% | +4.2% |
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