-60.6%
DDD vs SPY
+78.7%
-139.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.5% | -8.0% |
| 7D | -1.2% | +3.3% | -4.5% | -7.9% |
| 30D | -48.3% | -2.7% | -45.6% | -42.4% |
| 3M | -54.5% | -1.7% | -52.8% | -50.2% |
| 6M | -46.9% | +3.1% | -50.0% | -46.7% |
| YTD | -6.8% | +11.9% | -18.7% | -19.1% |
| 1Y | -29.2% | +12.0% | -41.2% | -38.4% |
| All | -60.6% | +78.7% | -139.4% | -90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling