-99.9%
DFLI vs SPY
+82.5%
-182.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.8% |
| 7D | -5.5% | -0.8% | -4.7% | -4.8% |
| 30D | -18.9% | -1.1% | -17.8% | -18.0% |
| 3M | -41.5% | +3.9% | -45.3% | -43.1% |
| 6M | -63.2% | +13.6% | -76.8% | -66.5% |
| YTD | -66.4% | +12.7% | -79.1% | -69.2% |
| 1Y | -64.6% | +17.5% | -82.1% | -67.9% |
| 3Y | -99.3% | +76.9% | -176.3% | -99.5% |
| 5Y | -99.9% | +83.6% | -183.5% | -99.9% |
| All | -99.9% | +82.5% | -182.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling