+44.0%
DXPE vs SPY
+21.3%
+22.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -1.4% |
| 7D | -6.0% | +0.3% | -6.3% | -6.5% |
| 30D | +6.0% | +0.2% | +5.7% | +5.4% |
| 3M | +16.7% | +2.8% | +14.0% | +11.2% |
| 6M | +29.0% | +14.3% | +14.8% | +3.4% |
| YTD | +65.1% | +14.0% | +51.1% | +32.4% |
| All | +44.0% | +21.3% | +22.7% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling