+70.2%
DFEB vs SPY
+161.5%
-91.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | +2.1% | +2.0% | +0.1% | +1.2% |
| 6M | +6.5% | +13.0% | -6.5% | +1.2% |
| YTD | +8.1% | +13.5% | -5.4% | +2.5% |
| 1Y | +12.4% | +20.0% | -7.6% | +4.1% |
| 3Y | +43.9% | +77.2% | -33.2% | +13.1% |
| 5Y | +48.9% | +81.9% | -32.9% | +14.7% |
| All | +70.2% | +161.5% | -91.3% | +10.8% |
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