+312.7%
DFTX vs SPY
+20.8%
+291.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -7.1% | +0.1% | -7.2% | -7.2% |
| 30D | -14.2% | +0.1% | -14.2% | -14.2% |
| 3M | +54.9% | +2.0% | +52.9% | +51.9% |
| 6M | +114.5% | +13.0% | +101.5% | +81.9% |
| YTD | +184.5% | +13.5% | +170.9% | +137.7% |
| 1Y | +312.7% | +20.0% | +292.7% | +204.5% |
| All | +312.7% | +20.8% | +291.8% | +204.5% |
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