+247.4%
DFE vs SPY
+749.6%
-502.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.5% |
| 7D | -0.7% | -2.7% | +2.0% | +1.6% |
| 30D | +1.9% | -5.4% | +7.3% | +6.7% |
| 3M | -2.3% | -4.1% | +1.8% | +1.1% |
| 6M | -1.5% | +0.7% | -2.3% | -2.3% |
| YTD | +6.1% | +8.7% | -2.6% | -1.3% |
| 1Y | +14.3% | +10.9% | +3.4% | +4.5% |
| 3Y | +61.9% | +75.0% | -13.1% | -1.2% |
| 5Y | +23.3% | +67.8% | -44.4% | -22.4% |
| 10Y | +111.3% | +312.9% | -201.5% | -40.0% |
| All | +247.4% | +749.6% | -502.3% | -40.4% |
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