+221.9%
DFEN vs SPY
+75.1%
+146.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.2% |
| 7D | -4.8% | -2.7% | -2.1% | +2.1% |
| 30D | +2.4% | -5.4% | +7.8% | +17.7% |
| 3M | -46.5% | -4.1% | -42.4% | -40.5% |
| 6M | -30.3% | +0.7% | -31.0% | -30.7% |
| YTD | -28.6% | +8.7% | -37.3% | -39.9% |
| 1Y | -23.6% | +10.9% | -34.4% | -38.1% |
| 3Y | +221.9% | +75.0% | +146.9% | +25.5% |
| All | +221.9% | +75.1% | +146.8% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling