-83.4%
DIBS vs SPY
+94.4%
-177.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.1% |
| 7D | +7.3% | +0.5% | +6.7% | +6.8% |
| 30D | -6.9% | -0.9% | -5.9% | -6.0% |
| 3M | +18.0% | +3.9% | +14.1% | +13.4% |
| 6M | -15.5% | +14.5% | -30.1% | -26.4% |
| YTD | -21.0% | +12.9% | -34.0% | -30.3% |
| 1Y | +68.9% | +19.4% | +49.6% | +41.9% |
| 3Y | +10.5% | +78.5% | -67.9% | -40.2% |
| 5Y | -71.5% | +81.8% | -153.3% | -84.7% |
| All | -83.4% | +94.4% | -177.8% | -89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling