-100.0%
DUO vs SPY
+175.7%
-275.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -5.2% | -0.4% | -4.9% | -4.9% |
| 30D | -17.6% | -1.4% | -16.2% | -16.3% |
| 3M | -42.1% | +3.7% | -45.8% | -44.1% |
| 6M | -50.5% | +13.0% | -63.5% | -56.0% |
| YTD | -64.0% | +12.4% | -76.4% | -67.7% |
| 1Y | -85.1% | +18.5% | -103.7% | -87.1% |
| 3Y | -97.8% | +77.6% | -175.5% | -98.7% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +175.7% | -275.7% | -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 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