+0.4%
DFCF vs SPY
+74.9%
-74.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | -0.6% | -0.9% | +0.4% | -0.5% |
| 3M | -0.3% | +3.9% | -4.2% | -0.7% |
| 6M | -1.2% | +14.5% | -15.7% | -2.5% |
| YTD | -0.4% | +12.9% | -13.3% | -1.6% |
| 1Y | +0.4% | +19.4% | -18.9% | -1.3% |
| 3Y | +15.4% | +78.5% | -63.1% | +8.3% |
| All | +0.4% | +74.9% | -74.5% | -7.4% |
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 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