-99.2%
DXST vs SPY
+27.9%
-127.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -5.0% |
| 7D | -24.4% | -0.9% | -23.5% | -23.9% |
| 30D | -54.9% | -2.4% | -52.6% | -54.0% |
| 3M | -68.1% | -1.2% | -67.0% | -67.8% |
| 6M | -56.6% | +3.3% | -59.9% | -57.6% |
| YTD | -97.7% | +12.3% | -109.9% | -97.8% |
| 1Y | -97.9% | +12.4% | -110.4% | -98.1% |
| All | -99.2% | +27.9% | -127.1% | -99.5% |
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