-98.3%
DFNS vs SPY
+20.8%
-119.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +2.0% |
| 7D | -16.0% | +0.1% | -16.1% | -15.9% |
| 30D | -77.7% | +0.1% | -77.7% | -77.5% |
| 3M | -77.2% | +2.0% | -79.2% | -78.6% |
| 6M | -95.2% | +13.0% | -108.2% | -96.6% |
| YTD | -98.0% | +13.5% | -111.5% | -98.6% |
| 1Y | -98.3% | +20.0% | -118.2% | -99.2% |
| All | -98.3% | +20.8% | -119.1% | -99.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling