+811.4%
SPYM vs DD
+236.2%
+575.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +2.6% | +5.0% | -2.4% | +0.8% |
| 30D | -2.0% | +19.7% | -21.7% | -8.0% |
| 3M | -2.8% | +7.2% | -10.0% | -5.4% |
| 6M | +2.2% | +1.0% | +1.1% | +1.2% |
| YTD | +11.5% | +29.1% | -17.6% | +0.9% |
| 1Y | +13.5% | +28.5% | -15.0% | +2.7% |
| 3Y | +78.0% | +89.4% | -11.4% | +37.5% |
| 5Y | +73.1% | +67.1% | +6.0% | +37.7% |
| 10Y | +310.9% | +97.5% | +213.3% | +187.3% |
| All | +811.4% | +236.2% | +575.2% | +370.3% |
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