+2,136.6%
DDS vs SPY
+3,091.8%
-955.2%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | +5.9% | +0.1% | +5.8% | +5.7% |
| 30D | +6.5% | +0.1% | +6.5% | +6.4% |
| 3M | +7.1% | +2.0% | +5.1% | +4.0% |
| 6M | +4.2% | +13.0% | -8.8% | -10.4% |
| YTD | +8.4% | +13.5% | -5.1% | -7.5% |
| 1Y | +20.1% | +20.0% | +0.2% | -4.1% |
| 3Y | +119.6% | +77.2% | +42.4% | +9.7% |
| 5Y | +318.9% | +81.9% | +237.0% | +112.1% |
| 10Y | +1,367.1% | +314.1% | +1,053.0% | +201.3% |
| All | +2,136.6% | +3,091.8% | -955.2% | -33.6% |
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