-89.0%
DUOT vs SPY
+263.1%
-352.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -7.5% |
| 7D | -7.7% | -2.0% | -5.8% | -6.5% |
| 30D | -7.6% | -1.7% | -6.0% | -6.6% |
| 3M | -28.7% | +4.7% | -33.4% | -30.7% |
| 6M | +8.3% | +12.5% | -4.2% | +1.4% |
| YTD | -28.0% | +11.7% | -39.7% | -32.1% |
| 1Y | +18.4% | +17.5% | +0.9% | +8.9% |
| 3Y | +54.0% | +76.6% | -22.6% | +18.0% |
| 5Y | +21.8% | +82.0% | -60.2% | -8.3% |
| All | -89.0% | +263.1% | -352.0% | -92.8% |
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