-99.9%
DDC vs SPY
+73.3%
-173.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.4% | +7.9% | +6.1% |
| 7D | +5.3% | +0.1% | +5.2% | +5.0% |
| 30D | -31.4% | -3.3% | -28.0% | -26.9% |
| 3M | -67.7% | -2.4% | -65.3% | -65.8% |
| 6M | -90.6% | +2.6% | -93.2% | -90.8% |
| YTD | -93.2% | +11.2% | -104.4% | -94.0% |
| 1Y | -97.9% | +13.4% | -111.3% | -98.2% |
| All | -99.9% | +73.3% | -173.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling