-97.9%
DDC vs SPY
+14.6%
-112.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +1.3% |
| 7D | -4.8% | -0.7% | -4.1% | -2.8% |
| 30D | -38.4% | -1.0% | -37.4% | -35.9% |
| 3M | -68.1% | -0.3% | -67.7% | -66.9% |
| 6M | -91.4% | +7.3% | -98.7% | -92.6% |
| YTD | -93.3% | +13.3% | -106.6% | -94.7% |
| 1Y | -97.9% | +14.8% | -112.7% | -98.3% |
| All | -97.9% | +14.6% | -112.5% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling