+41.3%
DDT vs SPY
+79.8%
-38.4%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -0.2% | -2.0% | +1.8% | -0.1% |
| 30D | -0.8% | -1.7% | +0.8% | -0.7% |
| 3M | +1.9% | +4.7% | -2.9% | +1.4% |
| 6M | +3.5% | +12.5% | -9.0% | +2.4% |
| YTD | +5.1% | +11.7% | -6.6% | +4.1% |
| 1Y | +7.5% | +17.5% | -9.9% | +6.0% |
| 3Y | +26.0% | +76.6% | -50.5% | +19.3% |
| 5Y | +41.3% | +82.0% | -40.7% | +34.1% |
| All | +41.3% | +79.8% | -38.4% | +34.1% |
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