+66.3%
DX vs SPY
+307.0%
-240.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -5.7% | +2.6% | -8.3% | -7.4% |
| 30D | -5.7% | -2.0% | -3.7% | -4.4% |
| 3M | -19.3% | -2.8% | -16.5% | -17.8% |
| 6M | -17.1% | +2.1% | -19.3% | -18.6% |
| YTD | -17.0% | +11.5% | -28.4% | -23.4% |
| 1Y | -13.7% | +13.5% | -27.1% | -21.4% |
| 3Y | +46.0% | +77.7% | -31.7% | -5.3% |
| 5Y | +10.2% | +72.6% | -62.4% | -27.6% |
| All | +66.3% | +307.0% | -240.7% | -37.6% |
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