-49.2%
DXD vs SPY
+67.4%
-116.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +1.4% |
| 7D | +1.5% | -2.7% | +4.2% | -2.3% |
| 30D | -0.3% | -5.4% | +5.1% | -8.0% |
| 3M | +11.2% | -4.1% | +15.3% | +5.1% |
| 6M | -4.1% | +0.7% | -4.8% | -1.2% |
| YTD | -10.6% | +8.7% | -19.3% | +5.6% |
| 1Y | -14.4% | +10.9% | -25.3% | +4.7% |
| 3Y | -51.2% | +75.0% | -126.2% | +35.3% |
| All | -49.2% | +67.4% | -116.6% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling