+265.4%
DXC vs SPY
+2,954.7%
-2,689.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.4% |
| 7D | -0.8% | -2.7% | +1.9% | +2.0% |
| 30D | +23.6% | -5.4% | +29.0% | +31.1% |
| 3M | +34.0% | -4.1% | +38.1% | +40.0% |
| 6M | +29.6% | +0.7% | +28.8% | +26.8% |
| YTD | +1.4% | +8.7% | -7.2% | -8.7% |
| 1Y | +8.9% | +10.9% | -1.9% | -4.2% |
| 3Y | -32.8% | +75.0% | -107.8% | -64.0% |
| 5Y | -56.7% | +67.8% | -124.5% | -75.3% |
| 10Y | -67.3% | +312.9% | -380.1% | -91.7% |
| All | +265.4% | +2,954.7% | -2,689.4% | -83.9% |
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 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