+8.7%
DMX vs SPY
+27.2%
-18.4%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.2% | -0.6% | +0.8% | +0.2% |
| 30D | +0.2% | -3.7% | +3.9% | +0.7% |
| 3M | -0.8% | -2.7% | +1.9% | -0.5% |
| 6M | +0.2% | +2.2% | -2.0% | -0.2% |
| YTD | +1.5% | +10.8% | -9.4% | 0.0% |
| 1Y | +2.6% | +11.2% | -8.6% | +1.0% |
| All | +8.7% | +27.2% | -18.4% | +3.9% |
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