-23.3%
DFDV vs SPY
+68.6%
-91.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.3% |
| 7D | +1.5% | -2.7% | +4.2% | +6.0% |
| 30D | -28.9% | -5.4% | -23.5% | -22.8% |
| 3M | +23.2% | -4.1% | +27.3% | +32.6% |
| 6M | -25.6% | +0.7% | -26.3% | -22.5% |
| YTD | -33.7% | +8.7% | -42.3% | -33.7% |
| 1Y | -58.6% | +10.9% | -69.5% | -58.9% |
| 3Y | +290.8% | +75.0% | +215.8% | +176.1% |
| All | -23.3% | +68.6% | -91.8% | -38.5% |
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