+176.5%
DFEN vs SPY
+266.2%
-89.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.2% |
| 7D | +10.4% | +2.6% | +7.8% | +3.0% |
| 30D | +12.3% | -2.0% | +14.2% | +19.5% |
| 3M | -40.7% | -2.8% | -37.9% | -35.2% |
| 6M | -25.0% | +2.1% | -27.1% | -28.3% |
| YTD | -21.2% | +11.5% | -32.7% | -39.9% |
| 1Y | -12.0% | +13.5% | -25.5% | -35.8% |
| 3Y | +236.7% | +77.7% | +159.0% | -29.4% |
| 5Y | +198.1% | +72.6% | +125.5% | -25.2% |
| All | +176.5% | +266.2% | -89.7% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling