-59.4%
DUOG vs SPY
+12.1%
-71.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +8.0% |
| 7D | +2.8% | -0.9% | +3.8% | +4.4% |
| 30D | +14.0% | -2.4% | +16.3% | +17.1% |
| 3M | +25.3% | -1.2% | +26.4% | +27.7% |
| 6M | +82.2% | +3.3% | +78.9% | +76.8% |
| YTD | -46.1% | +12.3% | -58.4% | -56.1% |
| All | -59.4% | +12.1% | -71.5% | -66.3% |
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