+15.2%
DUSB vs SPY
+86.5%
-71.3%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +0.2% | +0.1% | +0.1% | +0.2% |
| 3M | +0.9% | +2.0% | -1.1% | +0.8% |
| 6M | +1.9% | +13.0% | -11.1% | +1.8% |
| YTD | +2.6% | +13.5% | -11.0% | +2.5% |
| 1Y | +4.0% | +20.0% | -16.0% | +3.8% |
| All | +15.2% | +86.5% | -71.3% | +14.5% |
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