+54.3%
DUOT vs SPY
+77.0%
-22.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.5% |
| 7D | -5.7% | -0.8% | -4.9% | -4.4% |
| 30D | -11.4% | -1.1% | -10.3% | -9.8% |
| 3M | -31.7% | +3.9% | -35.6% | -35.7% |
| 6M | +9.7% | +13.6% | -3.9% | -8.9% |
| YTD | -26.6% | +12.7% | -39.3% | -37.8% |
| 1Y | +5.4% | +17.5% | -12.1% | -15.5% |
| 3Y | +54.3% | +76.9% | -22.6% | -36.6% |
| All | +54.3% | +77.0% | -22.7% | -36.6% |
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