+98.8%
DMXF vs SPY
+171.0%
-72.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +1.6% | +0.1% | +1.6% | +1.6% |
| 3M | +4.9% | +2.0% | +2.9% | +3.3% |
| 6M | +12.0% | +13.0% | -1.1% | +1.7% |
| YTD | +17.9% | +13.5% | +4.3% | +6.7% |
| 1Y | +23.6% | +20.0% | +3.6% | +7.2% |
| 3Y | +61.8% | +77.2% | -15.4% | +2.3% |
| 5Y | +40.7% | +81.9% | -41.2% | -13.7% |
| All | +98.8% | +171.0% | -72.1% | +0.9% |
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 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