-62.7%
DFLI vs SPY
+20.8%
-83.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +7.3% |
| 7D | -1.8% | +0.1% | -1.9% | -2.2% |
| 30D | -6.0% | +0.1% | -6.1% | -5.7% |
| 3M | -47.6% | +2.0% | -49.6% | -50.7% |
| 6M | -60.1% | +13.0% | -73.1% | -74.6% |
| YTD | -64.5% | +13.5% | -78.0% | -78.8% |
| 1Y | -62.7% | +20.0% | -82.6% | -77.9% |
| All | -62.7% | +20.8% | -83.5% | -77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling