-99.9%
DFLI vs SPY
+82.1%
-182.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.2% |
| 7D | +4.0% | -0.4% | +4.3% | +4.3% |
| 30D | -19.8% | -1.4% | -18.5% | -18.7% |
| 3M | -41.3% | +3.7% | -45.0% | -42.9% |
| 6M | -59.9% | +13.0% | -72.9% | -63.3% |
| YTD | -65.8% | +12.4% | -78.2% | -68.5% |
| 1Y | -62.9% | +18.5% | -81.4% | -66.5% |
| 3Y | -99.3% | +77.6% | -176.9% | -99.5% |
| 5Y | -99.9% | +81.7% | -181.6% | -99.9% |
| All | -99.9% | +82.1% | -182.0% | -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 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