+32.0%
DDD vs SPY
+3,045.4%
-3,013.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.5% | -8.3% |
| 7D | -1.2% | +3.3% | -4.5% | -5.4% |
| 30D | -48.3% | -2.7% | -45.6% | -44.4% |
| 3M | -54.5% | -1.7% | -52.8% | -51.6% |
| 6M | -46.9% | +3.1% | -50.0% | -46.7% |
| YTD | -6.8% | +11.9% | -18.7% | -15.3% |
| 1Y | -29.2% | +12.0% | -41.2% | -35.5% |
| 3Y | -60.6% | +78.2% | -138.8% | -80.1% |
| 5Y | -93.6% | +73.2% | -166.8% | -96.3% |
| 10Y | -88.8% | +309.6% | -398.4% | -97.8% |
| All | +32.0% | +3,045.4% | -3,013.4% | -88.0% |
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 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