+194.1%
DXYZ vs SPY
+49.0%
+145.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +5.6% |
| 7D | +8.6% | +2.6% | +6.0% | +1.1% |
| 30D | -11.9% | -2.0% | -9.9% | -6.1% |
| 3M | -17.1% | -2.8% | -14.3% | -9.9% |
| 6M | -49.3% | +2.1% | -51.4% | -52.4% |
| YTD | -13.6% | +11.5% | -25.1% | -36.8% |
| 1Y | +15.9% | +13.5% | +2.5% | -19.7% |
| All | +194.1% | +49.0% | +145.1% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling