-78.9%
DDD vs SPY
+318.9%
-397.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.2% |
| 7D | -1.5% | -2.0% | +0.5% | +2.0% |
| 30D | -14.2% | -1.7% | -12.5% | -11.6% |
| 3M | +13.1% | +4.7% | +8.4% | +5.4% |
| 6M | +33.5% | +12.5% | +21.0% | +11.1% |
| YTD | +84.7% | +11.7% | +73.0% | +57.4% |
| 1Y | +54.2% | +17.5% | +36.8% | +22.9% |
| 3Y | -38.0% | +76.6% | -114.5% | -73.6% |
| 5Y | -89.4% | +82.0% | -171.5% | -95.4% |
| All | -78.9% | +318.9% | -397.8% | -97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling