+176.8%
DDD vs SPY
+3,091.8%
-2,915.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.8% |
| 7D | +5.5% | +0.1% | +5.4% | +5.3% |
| 30D | -3.1% | +0.1% | -3.1% | -3.0% |
| 3M | +12.7% | +2.0% | +10.7% | +10.5% |
| 6M | +65.6% | +13.0% | +52.5% | +42.2% |
| YTD | +95.5% | +13.5% | +81.9% | +67.8% |
| 1Y | +68.8% | +20.0% | +48.8% | +36.2% |
| 3Y | -44.4% | +77.2% | -121.6% | -72.5% |
| 5Y | -89.2% | +81.9% | -171.1% | -94.4% |
| 10Y | -76.8% | +314.1% | -390.9% | -95.6% |
| All | +176.8% | +3,091.8% | -2,915.0% | -76.2% |
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