-100.0%
DCX vs SPY
+70.7%
-170.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.4% | -8.6% | -8.8% |
| 7D | -9.7% | -0.6% | -9.1% | -9.5% |
| 30D | -62.6% | -3.7% | -58.9% | -62.0% |
| 3M | -99.3% | -2.7% | -96.6% | -99.3% |
| 6M | -99.7% | +2.2% | -101.9% | -99.7% |
| YTD | -99.9% | +10.8% | -110.7% | -99.9% |
| 1Y | -100.0% | +11.2% | -111.2% | -100.0% |
| 3Y | -100.0% | +76.5% | -176.5% | -100.0% |
| All | -100.0% | +70.7% | -170.7% | -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