-90.9%
DDL vs SPY
+91.1%
-182.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.8% |
| 7D | -5.3% | -0.8% | -4.5% | -4.6% |
| 30D | -8.2% | -1.1% | -7.1% | -7.2% |
| 3M | -12.7% | +3.9% | -16.5% | -16.3% |
| 6M | -20.4% | +13.6% | -34.1% | -30.7% |
| YTD | -14.1% | +12.7% | -26.7% | -24.4% |
| 1Y | -5.7% | +17.5% | -23.2% | -20.8% |
| 3Y | +14.4% | +76.9% | -62.5% | -40.1% |
| 5Y | -90.5% | +83.6% | -174.1% | -95.0% |
| All | -90.9% | +91.1% | -182.0% | -94.4% |
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