+948.6%
DFTX vs SPY
+306.1%
+642.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +4.0% | +3.2% |
| 7D | +9.0% | +0.1% | +8.9% | +9.1% |
| 30D | -4.1% | -3.3% | -0.8% | +0.8% |
| 3M | -23.3% | -2.4% | -20.9% | -20.4% |
| 6M | +60.5% | +2.6% | +57.9% | +55.4% |
| YTD | +164.3% | +11.2% | +153.1% | +129.0% |
| 1Y | +202.5% | +13.4% | +189.1% | +155.5% |
| 3Y | +1,293.3% | +79.9% | +1,213.4% | +569.7% |
| 5Y | -5.6% | +72.2% | -77.8% | -50.3% |
| All | +948.6% | +306.1% | +642.5% | +94.4% |
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