-97.7%
DDC vs SPY
+11.8%
-109.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -3.4% |
| 7D | -4.4% | +3.3% | -7.7% | -12.4% |
| 30D | -30.1% | -2.7% | -27.4% | -23.9% |
| 3M | -78.0% | -1.7% | -76.3% | -76.5% |
| 6M | -90.7% | +3.1% | -93.8% | -91.2% |
| YTD | -93.7% | +11.9% | -105.6% | -95.0% |
| 1Y | -97.7% | +12.0% | -109.7% | -98.2% |
| All | -97.7% | +11.8% | -109.5% | -98.2% |
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 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