+220.1%
DUSA vs SPY
+291.8%
-71.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.3% |
| 7D | -0.6% | -0.8% | +0.2% | +0.1% |
| 30D | -0.5% | -1.1% | +0.5% | +0.5% |
| 3M | +2.3% | +3.9% | -1.5% | -1.6% |
| 6M | +12.1% | +13.6% | -1.5% | -1.5% |
| YTD | +11.2% | +12.7% | -1.5% | -1.5% |
| 1Y | +19.0% | +17.5% | +1.5% | +1.1% |
| 3Y | +82.1% | +76.9% | +5.2% | +3.0% |
| 5Y | +78.0% | +83.6% | -5.6% | -2.9% |
| All | +220.1% | +291.8% | -71.7% | -19.8% |
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