+7.4%
DDFO vs SPY
+15.9%
-8.5%
-2.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | +0.5% | -1.4% | +1.9% | +0.9% |
| 3M | +2.2% | +3.7% | -1.5% | +1.1% |
| 6M | +5.7% | +13.0% | -7.3% | +1.3% |
| YTD | +5.6% | +12.4% | -6.8% | +1.4% |
| All | +7.4% | +15.9% | -8.5% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling