+36.9%
DDI vs SPY
+75.5%
-38.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | -0.9% | -2.0% | +1.1% | 0.0% |
| 30D | +3.9% | -1.7% | +5.5% | +4.7% |
| 3M | +11.7% | +4.7% | +7.0% | +9.4% |
| 6M | +43.4% | +12.5% | +30.9% | +35.4% |
| YTD | +48.9% | +11.7% | +37.2% | +41.1% |
| 1Y | +36.7% | +17.5% | +19.2% | +26.8% |
| All | +36.9% | +75.5% | -38.6% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling