+179.7%
DFEN vs SPY
+265.4%
-85.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +2.4% | +9.3% | +4.8% |
| 7D | -0.9% | +0.1% | -1.0% | -0.6% |
| 30D | +9.0% | -3.3% | +12.4% | +20.6% |
| 3M | -40.8% | -2.4% | -38.4% | -36.2% |
| 6M | -21.8% | +2.6% | -24.4% | -26.3% |
| YTD | -20.3% | +11.2% | -31.6% | -38.9% |
| 1Y | -16.3% | +13.4% | -29.7% | -38.7% |
| 3Y | +262.8% | +79.9% | +182.9% | -26.8% |
| 5Y | +186.4% | +72.2% | +114.2% | -27.6% |
| All | +179.7% | +265.4% | -85.7% | -86.8% |
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 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