+134.1%
DDS vs SPY
+72.1%
+62.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.4% |
| 7D | +3.4% | +2.6% | +0.8% | +0.2% |
| 30D | -5.0% | -2.0% | -3.0% | -2.8% |
| 3M | +1.5% | -2.8% | +4.3% | +4.8% |
| 6M | +17.0% | +2.1% | +14.8% | +12.7% |
| YTD | +2.8% | +11.5% | -8.6% | -11.7% |
| 1Y | -2.0% | +13.5% | -15.5% | -17.7% |
| 3Y | +144.4% | +77.7% | +66.7% | +6.6% |
| All | +134.1% | +72.1% | +62.0% | +26.9% |
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 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