-93.4%
DXD vs SPY
+308.5%
-401.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.2% |
| 7D | -3.0% | +3.3% | -6.3% | +3.0% |
| 30D | -2.5% | -2.7% | +0.2% | -6.4% |
| 3M | +6.2% | -1.7% | +8.0% | +4.1% |
| 6M | -8.3% | +3.1% | -11.4% | -1.0% |
| YTD | -14.1% | +11.9% | -26.0% | +9.8% |
| 1Y | -13.0% | +12.0% | -25.0% | +11.7% |
| 3Y | -52.6% | +78.2% | -130.8% | +61.8% |
| 5Y | -51.9% | +73.2% | -125.2% | +80.7% |
| All | -93.4% | +308.5% | -401.9% | +122.9% |
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 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