+129.4%
DDS vs SPY
+76.5%
+52.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -2.9% |
| 7D | -2.0% | -0.4% | -1.7% | -1.7% |
| 30D | -1.6% | -1.4% | -0.3% | -0.4% |
| 3M | +2.4% | +3.7% | -1.3% | -1.4% |
| 6M | +5.9% | +13.0% | -7.1% | -6.4% |
| YTD | +3.0% | +12.4% | -9.4% | -8.6% |
| 1Y | +14.7% | +18.5% | -3.8% | -3.7% |
| All | +129.4% | +76.5% | +52.9% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling