-100.0%
DUO vs SPY
+176.3%
-276.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -2.2% |
| 7D | -11.3% | -0.8% | -10.5% | -10.6% |
| 30D | -21.0% | -1.1% | -20.0% | -20.1% |
| 3M | -45.6% | +3.9% | -49.5% | -47.5% |
| 6M | -50.9% | +13.6% | -64.5% | -56.6% |
| YTD | -65.0% | +12.7% | -77.7% | -68.6% |
| 1Y | -85.6% | +17.5% | -103.1% | -87.4% |
| 3Y | -98.0% | +76.9% | -174.9% | -98.7% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +176.3% | -276.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling