+77.8%
DFLV vs SPY
+102.6%
-24.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -1.9% | -2.0% | 0.0% | -0.4% |
| 30D | -1.2% | -1.7% | +0.4% | 0.0% |
| 3M | +6.7% | +4.7% | +2.0% | +2.9% |
| 6M | +16.4% | +12.5% | +3.9% | +6.1% |
| YTD | +21.8% | +11.7% | +10.1% | +11.6% |
| 1Y | +29.6% | +17.5% | +12.1% | +14.0% |
| 3Y | +70.7% | +76.6% | -5.9% | +6.3% |
| All | +77.8% | +102.6% | -24.8% | -2.4% |
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