-87.0%
SPXS vs DUOL
+1.6%
-88.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.7% |
| 7D | +2.5% | -7.0% | +9.5% | +0.5% |
| 30D | +4.2% | +6.7% | -2.5% | +6.6% |
| 3M | -9.3% | +16.0% | -25.3% | -4.4% |
| 6M | -30.7% | +45.4% | -76.1% | -20.9% |
| YTD | -28.1% | -18.1% | -9.9% | -30.6% |
| 1Y | -35.1% | -53.6% | +18.5% | -46.5% |
| 3Y | -79.6% | -11.0% | -68.6% | -75.7% |
| 5Y | -86.3% | -17.1% | -69.1% | -77.3% |
| All | -87.0% | +1.6% | -88.6% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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