+223.5%
DFEN vs SPY
+74.6%
+148.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +0.3% |
| 7D | +8.9% | -0.9% | +9.8% | +12.3% |
| 30D | +17.6% | -2.4% | +20.0% | +25.2% |
| 3M | -37.7% | -1.2% | -36.6% | -35.5% |
| 6M | -19.3% | +3.3% | -22.6% | -24.0% |
| YTD | -15.0% | +12.3% | -27.3% | -32.8% |
| 1Y | -12.6% | +12.4% | -25.1% | -30.6% |
| 3Y | +275.7% | +78.8% | +196.9% | +12.2% |
| 5Y | +223.5% | +75.2% | +148.3% | +12.6% |
| All | +223.5% | +74.6% | +148.8% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling