+307.1%
DFTX vs SPY
+19.4%
+287.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.0% |
| 7D | -0.7% | +0.5% | -1.3% | -1.3% |
| 30D | -17.1% | -0.9% | -16.2% | -16.3% |
| 3M | +66.1% | +3.9% | +62.2% | +58.7% |
| 6M | +116.5% | +14.5% | +102.0% | +80.3% |
| YTD | +185.5% | +12.9% | +172.6% | +140.0% |
| 1Y | +307.1% | +19.4% | +287.8% | +207.5% |
| All | +307.1% | +19.4% | +287.7% | +207.5% |
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