+10.9%
DX vs SPY
+2,954.7%
-2,943.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +0.3% | -2.7% | +3.0% | +1.5% |
| 30D | +2.6% | -5.4% | +8.0% | +5.1% |
| 3M | -13.0% | -4.1% | -8.9% | -11.4% |
| 6M | -13.2% | +0.7% | -13.9% | -13.5% |
| YTD | -11.9% | +8.7% | -20.6% | -15.2% |
| 1Y | -6.4% | +10.9% | -17.3% | -10.7% |
| 3Y | +50.8% | +75.0% | -24.2% | +17.5% |
| 5Y | +15.8% | +67.8% | -52.0% | -8.2% |
| 10Y | +78.7% | +312.9% | -234.1% | +1.1% |
| All | +10.9% | +2,954.7% | -2,943.8% | -82.5% |
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