-28.6%
DDI vs SPY
+80.9%
-109.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.7% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | +3.5% | -1.1% | +4.6% | +4.0% |
| 3M | +10.9% | +3.9% | +7.1% | +9.1% |
| 6M | +41.4% | +13.6% | +27.8% | +33.4% |
| YTD | +46.9% | +12.7% | +34.3% | +39.2% |
| 1Y | +36.2% | +17.5% | +18.7% | +26.9% |
| 3Y | +35.1% | +76.9% | -41.8% | +5.3% |
| 5Y | -21.2% | +83.6% | -104.8% | -38.3% |
| All | -28.6% | +80.9% | -109.4% | -43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling