-79.7%
DIBS vs SPY
+91.5%
-171.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.2% | -5.9% |
| 7D | +10.9% | +0.1% | +10.8% | +10.2% |
| 30D | +53.2% | -3.3% | +56.5% | +57.0% |
| 3M | +14.0% | -2.4% | +16.4% | +15.8% |
| 6M | +35.3% | +2.6% | +32.7% | +30.5% |
| YTD | -3.3% | +11.2% | -14.6% | -14.0% |
| 1Y | +44.0% | +13.4% | +30.6% | +25.8% |
| 3Y | +28.5% | +79.9% | -51.4% | -31.8% |
| 5Y | -60.4% | +72.2% | -132.6% | -77.6% |
| All | -79.7% | +91.5% | -171.2% | -87.6% |
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 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