-99.8%
DDC vs SPY
+76.9%
-176.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | -7.7% |
| 7D | -23.1% | +0.1% | -23.2% | -23.1% |
| 30D | -26.2% | +0.1% | -26.2% | -25.5% |
| 3M | -74.3% | +2.0% | -76.2% | -74.7% |
| 6M | -89.5% | +13.0% | -102.5% | -91.1% |
| YTD | -84.4% | +13.5% | -98.0% | -86.8% |
| 1Y | -97.1% | +20.0% | -117.1% | -97.7% |
| All | -99.8% | +76.9% | -176.7% | -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