+49.6%
DEXC vs SPY
+29.7%
+19.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | +7.0% | +3.3% | +3.7% | +3.7% |
| 30D | -9.3% | -2.7% | -6.6% | -6.8% |
| 3M | -8.4% | -1.7% | -6.6% | -6.6% |
| 6M | -6.1% | +3.1% | -9.2% | -7.8% |
| YTD | +19.1% | +11.9% | +7.2% | +10.1% |
| 1Y | +21.4% | +12.0% | +9.4% | +12.2% |
| All | +49.6% | +29.7% | +19.9% | +26.5% |
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