+393.0%
DXPE vs SPY
+78.1%
+314.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +9.2% | +2.6% | +6.6% | +5.2% |
| 30D | -13.9% | -2.0% | -11.9% | -10.5% |
| 3M | -20.5% | -2.8% | -17.7% | -16.3% |
| 6M | +5.0% | +2.1% | +2.9% | +3.2% |
| YTD | +39.9% | +11.5% | +28.4% | +21.9% |
| 1Y | +75.1% | +13.5% | +61.7% | +48.9% |
| 3Y | +393.0% | +77.7% | +315.3% | +154.3% |
| All | +393.0% | +78.1% | +314.9% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling