+314.0%
DUSL vs SPY
+270.1%
+43.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +0.5% |
| 7D | -5.2% | -0.8% | -4.4% | -3.0% |
| 30D | -21.5% | -1.1% | -20.5% | -18.9% |
| 3M | -7.9% | +3.9% | -11.7% | -16.9% |
| 6M | -4.2% | +13.6% | -17.8% | -31.6% |
| YTD | +20.8% | +12.7% | +8.1% | -11.1% |
| 1Y | +23.8% | +17.5% | +6.3% | -18.5% |
| 3Y | +174.1% | +76.9% | +97.2% | -38.1% |
| 5Y | +134.1% | +83.6% | +50.5% | -45.7% |
| All | +314.0% | +270.1% | +43.9% | -75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling