+1,039.4%
DFTX vs SPY
+75.1%
+964.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.3% | +9.3% | +9.1% |
| 7D | -8.4% | -2.7% | -5.7% | -4.2% |
| 30D | -5.2% | -5.4% | +0.2% | +4.0% |
| 3M | -27.9% | -4.1% | -23.8% | -22.7% |
| 6M | +42.1% | +0.7% | +41.4% | +40.0% |
| YTD | +148.5% | +8.7% | +139.8% | +114.4% |
| 1Y | +193.4% | +10.9% | +182.5% | +144.3% |
| 3Y | +1,039.4% | +75.0% | +964.4% | +306.3% |
| All | +1,039.4% | +75.1% | +964.3% | +306.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling