+3,058.8%
SPY vs DD
+1,384.9%
+1,674.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -0.9% | +3.2% | -4.2% | -2.0% |
| 30D | -2.4% | +20.3% | -22.6% | -8.6% |
| 3M | -1.2% | +8.2% | -9.3% | -4.1% |
| 6M | +3.3% | +3.4% | -0.1% | +1.5% |
| YTD | +12.3% | +30.6% | -18.3% | +1.0% |
| 1Y | +12.4% | +30.6% | -18.2% | +1.1% |
| 3Y | +78.8% | +91.1% | -12.3% | +37.4% |
| 5Y | +75.2% | +68.6% | +6.6% | +38.8% |
| 10Y | +311.1% | +99.9% | +211.2% | +187.4% |
| All | +3,058.8% | +1,384.9% | +1,674.0% | +969.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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