-99.5%
DXD vs SPY
+748.6%
-848.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +1.5% |
| 7D | +1.5% | -2.7% | +4.2% | -2.8% |
| 30D | -0.3% | -5.4% | +5.1% | -9.1% |
| 3M | +11.2% | -4.1% | +15.3% | +4.3% |
| 6M | -4.1% | +0.7% | -4.8% | -0.9% |
| YTD | -10.6% | +8.7% | -19.3% | +7.6% |
| 1Y | -14.4% | +10.9% | -25.3% | +7.3% |
| 3Y | -51.2% | +75.0% | -126.2% | +54.9% |
| 5Y | -49.5% | +67.8% | -117.3% | +74.4% |
| 10Y | -93.9% | +312.9% | -406.7% | +80.9% |
| All | -99.5% | +748.6% | -848.0% | +62.8% |
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 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