+2,021.6%
DDS vs SPY
+3,034.0%
-1,012.4%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.4% |
| 7D | +3.4% | +2.6% | +0.8% | +0.4% |
| 30D | -5.0% | -2.0% | -3.0% | -2.9% |
| 3M | +1.5% | -2.8% | +4.3% | +4.7% |
| 6M | +17.0% | +2.1% | +14.8% | +13.1% |
| YTD | +2.8% | +11.5% | -8.6% | -10.6% |
| 1Y | -2.0% | +13.5% | -15.5% | -16.5% |
| 3Y | +144.4% | +77.7% | +66.7% | +21.4% |
| 5Y | +143.9% | +72.6% | +71.3% | +30.6% |
| 10Y | +1,070.4% | +308.2% | +762.2% | +144.0% |
| All | +2,021.6% | +3,034.0% | -1,012.4% | -35.8% |
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