-99.9%
DFLI vs SPY
+80.7%
-180.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.4% |
| 7D | 0.0% | -2.0% | +2.0% | +1.8% |
| 30D | -20.2% | -1.7% | -18.5% | -18.8% |
| 3M | -41.5% | +4.7% | -46.2% | -43.5% |
| 6M | -61.4% | +12.5% | -73.9% | -64.6% |
| YTD | -66.4% | +11.7% | -78.2% | -69.0% |
| 1Y | -65.1% | +17.5% | -82.6% | -68.2% |
| 3Y | -99.3% | +76.6% | -175.9% | -99.5% |
| All | -99.9% | +80.7% | -180.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling