+78.4%
DFUV vs SPY
+92.8%
-14.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | -2.4% | -2.7% | +0.3% | -0.2% |
| 30D | 0.0% | -5.4% | +5.4% | +4.5% |
| 3M | -1.5% | -4.1% | +2.5% | +1.7% |
| 6M | +6.3% | +0.7% | +5.6% | +5.4% |
| YTD | +20.3% | +8.7% | +11.6% | +11.8% |
| 1Y | +26.6% | +10.9% | +15.7% | +15.7% |
| 3Y | +73.6% | +75.0% | -1.4% | +6.5% |
| All | +78.4% | +92.8% | -14.3% | -1.6% |
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