-97.9%
DUO vs SPY
+75.5%
-173.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | -4.8% | -2.0% | -2.8% | -2.3% |
| 30D | -17.3% | -1.7% | -15.6% | -15.2% |
| 3M | -43.8% | +4.7% | -48.6% | -47.0% |
| 6M | -49.2% | +12.5% | -61.7% | -56.6% |
| YTD | -64.5% | +11.7% | -76.2% | -69.1% |
| 1Y | -84.7% | +17.5% | -102.2% | -87.3% |
| All | -97.9% | +75.5% | -173.4% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling