-94.1%
DXD vs SPY
+312.5%
-406.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +0.7% |
| 7D | +2.5% | -0.4% | +2.9% | +1.9% |
| 30D | +6.2% | -1.4% | +7.6% | +3.7% |
| 3M | -5.1% | +3.7% | -8.8% | +2.3% |
| 6M | -16.2% | +13.0% | -29.2% | +7.1% |
| YTD | -14.8% | +12.4% | -27.2% | +8.6% |
| 1Y | -21.8% | +18.5% | -40.3% | +11.0% |
| 3Y | -51.5% | +77.6% | -129.2% | +63.7% |
| 5Y | -56.1% | +81.7% | -137.8% | +81.2% |
| 10Y | -94.1% | +319.7% | -413.7% | +118.8% |
| All | -94.1% | +312.5% | -406.6% | +118.8% |
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