-97.4%
DXST vs SPY
+29.3%
-126.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | -23.1% | +2.0% | -25.1% | -24.3% |
| 6M | -49.5% | +13.0% | -62.5% | -53.9% |
| YTD | -92.5% | +13.5% | -106.1% | -93.1% |
| 1Y | -92.1% | +20.0% | -112.0% | -92.9% |
| All | -97.4% | +29.3% | -126.7% | -98.5% |
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