+34.5%
DFDV vs SPY
+76.1%
-41.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.1% |
| 7D | +17.9% | +0.1% | +17.8% | +17.9% |
| 30D | +109.6% | +0.1% | +109.6% | +110.1% |
| 3M | +95.0% | +2.0% | +93.0% | +93.0% |
| 6M | +34.6% | +13.0% | +21.6% | +24.2% |
| YTD | +16.2% | +13.5% | +2.7% | +8.0% |
| 1Y | -61.4% | +20.0% | -81.4% | -64.3% |
| 3Y | +293.6% | +77.2% | +216.4% | +186.2% |
| All | +34.5% | +76.1% | -41.7% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling