+56.1%
DDLS vs SPY
+74.0%
-17.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +2.8% | +3.3% | -0.4% | +0.8% |
| 30D | -0.5% | -2.7% | +2.2% | +1.1% |
| 3M | -1.9% | -1.7% | -0.2% | -0.9% |
| 6M | +0.7% | +3.1% | -2.4% | -1.3% |
| YTD | +6.8% | +11.9% | -5.1% | -0.3% |
| 1Y | +10.5% | +12.0% | -1.4% | +3.1% |
| 3Y | +64.5% | +78.2% | -13.6% | +15.8% |
| 5Y | +56.1% | +73.2% | -17.1% | +11.4% |
| All | +56.1% | +74.0% | -17.9% | +11.4% |
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 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