-99.5%
DXD vs SPY
+786.6%
-886.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.8% |
| 30D | +3.9% | +0.1% | +3.8% | +4.1% |
| 3M | -6.0% | +2.0% | -8.0% | -1.8% |
| 6M | -15.9% | +13.0% | -28.9% | +7.0% |
| YTD | -17.9% | +13.5% | -31.5% | +5.9% |
| 1Y | -24.9% | +20.0% | -44.8% | +7.9% |
| 3Y | -52.5% | +77.2% | -129.7% | +53.4% |
| 5Y | -56.6% | +81.9% | -138.5% | +73.0% |
| 10Y | -94.1% | +314.1% | -408.1% | +75.9% |
| All | -99.5% | +786.6% | -886.1% | +60.2% |
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