+279.4%
DFDV vs SPY
+78.1%
+201.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.3% |
| 7D | -9.4% | +2.6% | -12.0% | -12.0% |
| 30D | -22.0% | -2.0% | -20.0% | -18.9% |
| 3M | -0.5% | -2.8% | +2.3% | +4.7% |
| 6M | -34.7% | +2.1% | -36.9% | -33.5% |
| YTD | -39.9% | +11.5% | -51.4% | -41.3% |
| 1Y | -62.9% | +13.5% | -76.4% | -63.8% |
| 3Y | +279.4% | +77.7% | +201.7% | +288.1% |
| All | +279.4% | +78.1% | +201.3% | +288.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling