-20.2%
DDI vs SPY
+79.8%
-100.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | -0.9% | -2.0% | +1.1% | -0.1% |
| 30D | +3.9% | -1.7% | +5.5% | +4.6% |
| 3M | +11.7% | +4.7% | +7.0% | +9.5% |
| 6M | +43.4% | +12.5% | +30.9% | +35.9% |
| YTD | +48.9% | +11.7% | +37.2% | +41.6% |
| 1Y | +36.7% | +17.5% | +19.2% | +27.3% |
| 3Y | +36.7% | +76.6% | -39.9% | +6.4% |
| 5Y | -20.2% | +82.0% | -102.2% | -37.5% |
| All | -20.2% | +79.8% | -100.0% | -37.5% |
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