-25.8%
DFDV vs SPY
+74.2%
-100.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -1.3% |
| 7D | -13.1% | -0.9% | -12.2% | -11.6% |
| 30D | -25.0% | -2.4% | -22.6% | -21.7% |
| 3M | +13.7% | -1.2% | +14.8% | +17.9% |
| 6M | -34.1% | +3.3% | -37.4% | -33.8% |
| YTD | -35.8% | +12.3% | -48.1% | -38.3% |
| 1Y | -61.1% | +12.4% | -73.6% | -62.6% |
| 3Y | +283.6% | +78.8% | +204.8% | +164.6% |
| All | -25.8% | +74.2% | -100.0% | -42.8% |
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