-94.0%
DULL vs SPY
+98.0%
-191.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.5% |
| 7D | +14.0% | +2.6% | +11.4% | +16.0% |
| 30D | +14.6% | -2.0% | +16.6% | +13.6% |
| 3M | +30.5% | -2.8% | +33.3% | +29.3% |
| 6M | +51.3% | +2.1% | +49.1% | +54.9% |
| YTD | -8.7% | +11.5% | -20.2% | -2.3% |
| 1Y | -18.8% | +13.5% | -32.3% | -12.8% |
| 3Y | -92.8% | +77.7% | -170.5% | -92.0% |
| All | -94.0% | +98.0% | -191.9% | -94.2% |
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 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