+1,333.5%
DDM vs SPY
+784.0%
+549.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.1% |
| 7D | +3.0% | +3.3% | -0.3% | -2.7% |
| 30D | +1.6% | -2.7% | +4.3% | +6.8% |
| 3M | -6.7% | -1.7% | -4.9% | -3.5% |
| 6M | +7.7% | +3.1% | +4.6% | +2.4% |
| YTD | +13.5% | +11.9% | +1.6% | -6.3% |
| 1Y | +12.1% | +12.0% | +0.1% | -7.4% |
| 3Y | +100.4% | +78.2% | +22.2% | -26.6% |
| 5Y | +68.8% | +73.2% | -4.4% | -33.1% |
| 10Y | +446.1% | +309.6% | +136.4% | -43.2% |
| All | +1,333.5% | +784.0% | +549.5% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling