-86.9%
SPXS vs DUOL
-1.5%
-85.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.3% | 0.0% |
| 7D | +1.2% | -11.8% | +13.0% | -2.2% |
| 30D | +5.2% | +1.5% | +3.7% | +6.0% |
| 3M | -9.2% | +18.1% | -27.3% | -3.6% |
| 6M | -29.6% | +38.7% | -68.3% | -20.7% |
| YTD | -27.6% | -20.7% | -7.0% | -30.8% |
| 1Y | -36.7% | -49.1% | +12.4% | -46.1% |
| 3Y | -79.8% | -11.0% | -68.8% | -75.9% |
| 5Y | -85.9% | -18.0% | -67.9% | -76.9% |
| All | -86.9% | -1.5% | -85.3% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling