+22.4%
DDD vs SPY
+3,034.0%
-3,011.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -6.8% |
| 7D | -12.6% | +2.6% | -15.2% | -15.5% |
| 30D | -47.8% | -2.0% | -45.8% | -44.4% |
| 3M | -57.7% | -2.8% | -55.0% | -54.3% |
| 6M | -52.2% | +2.1% | -54.3% | -51.3% |
| YTD | -13.6% | +11.5% | -25.0% | -21.0% |
| 1Y | -29.2% | +13.5% | -42.6% | -36.7% |
| 3Y | -63.5% | +77.7% | -141.2% | -81.5% |
| 5Y | -94.0% | +72.6% | -166.6% | -96.6% |
| 10Y | -89.6% | +308.2% | -397.8% | -97.9% |
| All | +22.4% | +3,034.0% | -3,011.6% | -88.8% |
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