-1.1%
DFCF vs SPY
+72.7%
-73.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.6% | +2.6% | -4.2% | -1.8% |
| 30D | +0.5% | -2.0% | +2.5% | +0.7% |
| 3M | -2.1% | -2.8% | +0.6% | -1.9% |
| 6M | -2.1% | +2.1% | -4.2% | -2.3% |
| YTD | -1.8% | +11.5% | -13.3% | -2.9% |
| 1Y | -1.3% | +13.5% | -14.7% | -2.5% |
| 3Y | +14.8% | +77.7% | -62.9% | +7.8% |
| All | -1.1% | +72.7% | -73.8% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling