+52.1%
DEXC vs SPY
+30.1%
+22.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.0% | +2.1% |
| 7D | +1.0% | -0.9% | +1.9% | +2.1% |
| 30D | -8.7% | -2.4% | -6.3% | -6.4% |
| 3M | -5.1% | -1.2% | -4.0% | -3.8% |
| 6M | -7.9% | +3.3% | -11.2% | -9.7% |
| YTD | +21.1% | +12.3% | +8.8% | +11.6% |
| 1Y | +23.6% | +12.4% | +11.1% | +13.7% |
| All | +52.1% | +30.1% | +22.0% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling