+147.7%
DDLS vs SPY
+311.8%
-164.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.4% |
| 7D | -0.3% | -0.9% | +0.6% | +0.3% |
| 30D | 0.0% | -2.4% | +2.3% | +1.6% |
| 3M | -1.5% | -1.2% | -0.3% | -0.8% |
| 6M | +0.1% | +3.3% | -3.2% | -2.3% |
| YTD | +6.9% | +12.3% | -5.4% | -1.5% |
| 1Y | +11.4% | +12.4% | -1.1% | +2.5% |
| 3Y | +64.7% | +78.8% | -14.1% | +8.3% |
| 5Y | +56.7% | +75.2% | -18.5% | +3.6% |
| 10Y | +147.7% | +311.1% | -163.4% | -3.9% |
| All | +147.7% | +311.8% | -164.0% | -3.9% |
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