+141.0%
DFEN vs SPY
+255.8%
-114.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.4% | -7.7% | +0.6% |
| 7D | -14.7% | -4.7% | -9.9% | -1.7% |
| 30D | -8.2% | -5.9% | -2.3% | +9.3% |
| 3M | -49.8% | -4.5% | -45.2% | -42.5% |
| 6M | -25.3% | +1.8% | -27.1% | -28.1% |
| YTD | -31.3% | +8.3% | -39.7% | -43.4% |
| 1Y | -28.5% | +9.3% | -37.9% | -42.2% |
| 3Y | +206.6% | +74.9% | +131.8% | -33.2% |
| 5Y | +144.9% | +67.3% | +77.6% | -33.0% |
| All | +141.0% | +255.8% | -114.8% | -87.8% |
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