-100.0%
DCX vs SPY
+74.9%
-174.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.4% | -11.6% | -11.9% |
| 7D | -22.6% | +0.1% | -22.7% | -22.6% |
| 30D | -45.0% | +0.1% | -45.1% | -45.0% |
| 3M | -77.5% | +2.0% | -79.5% | -77.7% |
| 6M | -67.3% | +13.0% | -80.3% | -68.7% |
| YTD | -87.2% | +13.5% | -100.7% | -87.7% |
| 1Y | -99.7% | +20.0% | -119.7% | -99.8% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| All | -100.0% | +74.9% | -174.9% | -100.0% |
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