+974.8%
DDT vs SPY
+1,153.0%
-178.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -0.4% | +0.5% | -1.0% | -0.6% |
| 30D | -1.0% | -0.9% | -0.1% | -0.7% |
| 3M | +1.4% | +3.9% | -2.5% | -0.1% |
| 6M | +3.6% | +14.5% | -10.9% | -1.8% |
| YTD | +5.0% | +12.9% | -8.0% | 0.0% |
| 1Y | +7.4% | +19.4% | -12.0% | 0.0% |
| 3Y | +25.8% | +78.5% | -52.6% | -1.0% |
| 5Y | +41.7% | +81.8% | -40.1% | +8.8% |
| 10Y | +98.5% | +311.5% | -213.0% | +10.4% |
| All | +974.8% | +1,153.0% | -178.1% | +299.4% |
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