+37.2%
DFDV vs SPY
+75.2%
-37.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.6% |
| 7D | +16.1% | +0.5% | +15.5% | +15.6% |
| 30D | +107.3% | -0.9% | +108.2% | +109.6% |
| 3M | +93.9% | +3.9% | +90.0% | +89.1% |
| 6M | +65.0% | +14.5% | +50.5% | +51.0% |
| YTD | +18.6% | +12.9% | +5.7% | +10.8% |
| 1Y | -60.1% | +19.4% | -79.4% | -62.9% |
| 3Y | +312.7% | +78.5% | +234.2% | +190.3% |
| All | +37.2% | +75.2% | -37.9% | +2.7% |
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