+0.2%
DFCF vs SPY
+74.1%
-73.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -0.4% | -1.4% | +1.0% | -0.2% |
| 3M | -0.8% | +3.7% | -4.5% | -1.1% |
| 6M | -1.7% | +13.0% | -14.7% | -2.9% |
| YTD | -0.6% | +12.4% | -13.0% | -1.7% |
| 1Y | +0.4% | +18.5% | -18.1% | -1.2% |
| 3Y | +15.1% | +77.6% | -62.5% | +8.1% |
| All | +0.2% | +74.1% | -73.9% | -7.6% |
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