+11.6%
DX vs SPY
+2,945.2%
-2,933.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +0.5% |
| 7D | -1.3% | -4.7% | +3.4% | +0.8% |
| 30D | +0.6% | -5.9% | +6.5% | +3.4% |
| 3M | -12.7% | -4.5% | -8.2% | -10.9% |
| 6M | -12.5% | +1.8% | -14.3% | -13.3% |
| YTD | -11.4% | +8.3% | -19.7% | -14.5% |
| 1Y | -6.4% | +9.3% | -15.8% | -10.1% |
| 3Y | +51.1% | +74.9% | -23.8% | +17.8% |
| 5Y | +16.5% | +67.3% | -50.7% | -7.5% |
| 10Y | +79.9% | +311.6% | -231.7% | +1.9% |
| All | +11.6% | +2,945.2% | -2,933.6% | -82.4% |
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