+321.8%
DXPE vs SPY
+75.1%
+246.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.4% |
| 7D | -19.4% | -2.7% | -16.7% | -15.5% |
| 30D | -21.8% | -5.4% | -16.4% | -14.4% |
| 3M | -29.0% | -4.1% | -24.9% | -23.9% |
| 6M | -22.5% | +0.7% | -23.2% | -22.2% |
| YTD | +28.1% | +8.7% | +19.5% | +15.7% |
| 1Y | +40.2% | +10.9% | +29.3% | +23.4% |
| 3Y | +321.8% | +75.0% | +246.8% | +92.8% |
| All | +321.8% | +75.1% | +246.7% | +92.8% |
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 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