+245.1%
DFJ vs SPY
+787.8%
-542.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +3.1% | +0.1% | +3.1% | +3.1% |
| 3M | +9.8% | +2.0% | +7.8% | +8.4% |
| 6M | +10.6% | +13.0% | -2.4% | +2.2% |
| YTD | +21.2% | +13.5% | +7.7% | +11.6% |
| 1Y | +26.0% | +20.0% | +6.0% | +11.8% |
| 3Y | +75.9% | +77.2% | -1.3% | +19.3% |
| 5Y | +66.6% | +81.9% | -15.3% | +9.3% |
| 10Y | +146.7% | +314.1% | -167.4% | -9.0% |
| All | +245.1% | +787.8% | -542.7% | -16.2% |
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