+7.5%
DFCA vs SPY
+81.6%
-74.1%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -0.7% | +2.6% | -3.3% | -0.7% |
| 30D | +2.6% | -2.0% | +4.6% | +2.7% |
| 3M | -0.7% | -2.8% | +2.1% | -0.6% |
| 6M | -0.3% | +2.1% | -2.4% | -0.3% |
| YTD | +0.2% | +11.5% | -11.2% | 0.0% |
| 1Y | +0.7% | +13.5% | -12.7% | +0.4% |
| 3Y | +8.5% | +77.7% | -69.2% | +5.9% |
| All | +7.5% | +81.6% | -74.1% | +4.7% |
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