+79.3%
DX vs SPY
+315.0%
-235.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | -0.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +1.1% | -3.3% | +4.4% | +3.5% |
| 3M | -12.9% | -2.4% | -10.5% | -11.5% |
| 6M | -12.5% | +2.6% | -15.1% | -14.3% |
| YTD | -10.9% | +11.2% | -22.1% | -17.6% |
| 1Y | -7.1% | +13.4% | -20.5% | -15.4% |
| 3Y | +56.0% | +79.9% | -23.9% | +0.3% |
| 5Y | +17.8% | +72.2% | -54.4% | -22.5% |
| 10Y | +79.3% | +307.3% | -228.0% | -31.9% |
| All | +79.3% | +315.0% | -235.7% | -31.9% |
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