+600.1%
DXPE vs SPY
+315.0%
+285.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.4% | +8.9% | +8.1% |
| 7D | -10.2% | +0.1% | -10.3% | -9.6% |
| 30D | -13.5% | -3.3% | -10.2% | -8.7% |
| 3M | -18.6% | -2.4% | -16.2% | -15.2% |
| 6M | +0.2% | +2.6% | -2.3% | -1.8% |
| YTD | +42.6% | +11.2% | +31.3% | +26.0% |
| 1Y | +55.0% | +13.4% | +41.6% | +33.9% |
| 3Y | +401.2% | +79.9% | +321.3% | +142.7% |
| 5Y | +337.5% | +72.2% | +265.3% | +120.5% |
| 10Y | +600.1% | +307.3% | +292.8% | -9.8% |
| All | +600.1% | +315.0% | +285.1% | -9.8% |
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 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