+205.9%
DFNL vs SPY
+277.9%
-72.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | +1.3% | -2.7% | +4.0% | +3.9% |
| 30D | +5.1% | -5.4% | +10.5% | +10.7% |
| 3M | -3.6% | -4.1% | +0.5% | +0.1% |
| 6M | +7.0% | +0.7% | +6.3% | +5.6% |
| YTD | +4.4% | +8.7% | -4.3% | -4.5% |
| 1Y | +13.6% | +10.9% | +2.7% | +1.8% |
| 3Y | +97.8% | +75.0% | +22.8% | +10.4% |
| 5Y | +75.4% | +67.8% | +7.6% | +1.6% |
| All | +205.9% | +277.9% | -72.0% | -27.6% |
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