-97.6%
DDC vs SPY
+12.3%
-110.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.4% | +7.9% | +3.5% |
| 7D | +5.3% | +0.1% | +5.2% | +3.8% |
| 30D | -31.4% | -3.3% | -28.0% | -24.1% |
| 3M | -67.7% | -2.4% | -65.3% | -64.8% |
| 6M | -90.6% | +2.6% | -93.2% | -91.0% |
| YTD | -93.2% | +11.2% | -104.4% | -94.5% |
| All | -97.6% | +12.3% | -110.0% | -98.1% |
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