+263.3%
DXYZ vs SPY
+51.8%
+211.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.5% |
| 7D | -5.9% | +0.1% | -6.0% | -6.2% |
| 30D | +37.0% | +0.1% | +36.9% | +36.6% |
| 3M | -24.8% | +2.0% | -26.8% | -29.3% |
| 6M | +17.3% | +13.0% | +4.3% | -17.3% |
| YTD | +6.8% | +13.5% | -6.8% | -26.2% |
| 1Y | +23.6% | +20.0% | +3.7% | -27.7% |
| All | +263.3% | +51.8% | +211.6% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling