+237.9%
DFEN vs SPY
+272.9%
-35.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | +0.4% |
| 7D | -9.3% | +0.1% | -9.4% | -9.5% |
| 30D | -29.6% | +0.1% | -29.6% | -29.6% |
| 3M | -13.4% | +2.0% | -15.4% | -17.8% |
| 6M | -33.9% | +13.0% | -46.9% | -52.1% |
| YTD | -3.7% | +13.5% | -17.3% | -30.7% |
| 1Y | +15.5% | +20.0% | -4.5% | -27.9% |
| 3Y | +285.3% | +77.2% | +208.1% | -18.6% |
| 5Y | +277.7% | +81.9% | +195.8% | -19.9% |
| All | +237.9% | +272.9% | -35.0% | -85.1% |
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