+13.8%
DX vs SPY
+74.6%
-60.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.9% |
| 7D | -4.5% | -0.9% | -3.6% | -4.0% |
| 30D | -2.9% | -2.4% | -0.6% | -1.4% |
| 3M | -15.9% | -1.2% | -14.8% | -15.3% |
| 6M | -15.4% | +3.3% | -18.7% | -17.5% |
| YTD | -14.1% | +12.3% | -26.4% | -21.2% |
| 1Y | -11.2% | +12.4% | -23.6% | -18.6% |
| 3Y | +50.1% | +78.8% | -28.7% | -5.0% |
| 5Y | +13.8% | +75.2% | -61.4% | -29.7% |
| All | +13.8% | +74.6% | -60.8% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling