+70.6%
DEXC vs SPY
+30.3%
+40.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | +2.6% | -0.4% | +2.9% | +2.9% |
| 30D | +7.3% | -1.4% | +8.7% | +8.7% |
| 3M | +5.2% | +3.7% | +1.5% | +2.2% |
| 6M | +24.0% | +13.0% | +11.0% | +13.2% |
| YTD | +35.8% | +12.4% | +23.4% | +24.6% |
| 1Y | +49.8% | +18.5% | +31.3% | +33.0% |
| All | +70.6% | +30.3% | +40.4% | +43.2% |
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