-18.8%
DULL vs SPY
+12.1%
-30.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -1.1% |
| 7D | +14.0% | +2.6% | +11.4% | +21.0% |
| 30D | +14.6% | -2.0% | +16.6% | +10.1% |
| 3M | +30.5% | -2.8% | +33.3% | +24.4% |
| 6M | +51.3% | +2.1% | +49.1% | +65.4% |
| YTD | -8.7% | +11.5% | -20.2% | +25.4% |
| 1Y | -18.8% | +13.5% | -32.3% | +12.2% |
| All | -18.8% | +12.1% | -30.9% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling