-86.2%
SPXS vs DUOL
-17.6%
-68.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.7% |
| 7D | +2.5% | -7.0% | +9.5% | +0.4% |
| 30D | +4.2% | +6.7% | -2.5% | +6.6% |
| 3M | -9.3% | +16.0% | -25.3% | -4.2% |
| 6M | -30.7% | +45.4% | -76.1% | -20.6% |
| YTD | -28.1% | -18.1% | -9.9% | -30.7% |
| 1Y | -35.1% | -53.6% | +18.5% | -46.8% |
| 3Y | -79.6% | -11.0% | -68.6% | -75.5% |
| All | -86.2% | -17.6% | -68.5% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling