+1,028.6%
DFTX vs SPY
+314.5%
+714.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.8% |
| 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% | +50.5% |
| 6M | +114.5% | +13.0% | +101.5% | +81.5% |
| YTD | +184.5% | +13.5% | +170.9% | +138.7% |
| 1Y | +312.7% | +20.0% | +292.7% | +222.5% |
| 3Y | +826.8% | +77.2% | +749.6% | +354.5% |
| 5Y | -10.9% | +81.9% | -92.8% | -56.1% |
| All | +1,028.6% | +314.5% | +714.1% | +102.7% |
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