-59.5%
DUOG vs SPY
+13.3%
-72.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.5% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | +22.2% | +0.1% | +22.1% | +22.3% |
| 3M | +74.3% | +2.0% | +72.4% | +73.5% |
| 6M | +101.8% | +13.0% | +88.8% | +62.7% |
| YTD | -46.2% | +13.5% | -59.7% | -56.9% |
| All | -59.5% | +13.3% | -72.9% | -66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling