+61.3%
DDEC vs SPY
+123.2%
-61.9%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +1.9% | +2.6% | -0.7% | +0.9% |
| 30D | -0.1% | -2.0% | +1.9% | +0.6% |
| 3M | +1.0% | -2.8% | +3.8% | +2.0% |
| 6M | +3.9% | +2.1% | +1.8% | +3.0% |
| YTD | +8.3% | +11.5% | -3.2% | +3.8% |
| 1Y | +10.6% | +13.5% | -2.9% | +5.4% |
| 3Y | +41.5% | +77.7% | -36.2% | +14.9% |
| 5Y | +50.5% | +72.6% | -22.1% | +22.7% |
| All | +61.3% | +123.2% | -61.9% | +20.6% |
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