-95.7%
DULL vs SPY
+99.6%
-195.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.9% |
| 7D | -0.8% | -0.4% | -0.5% | -1.0% |
| 30D | -3.6% | -1.4% | -2.3% | -4.3% |
| 3M | -17.2% | +3.7% | -20.9% | -15.0% |
| 6M | +33.0% | +13.0% | +20.0% | +42.3% |
| YTD | -34.3% | +12.4% | -46.7% | -29.7% |
| 1Y | -63.4% | +18.5% | -82.0% | -60.4% |
| 3Y | -95.0% | +77.6% | -172.6% | -94.4% |
| All | -95.7% | +99.6% | -195.2% | -95.8% |
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 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