-71.9%
DIBS vs SPY
+82.0%
-153.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | -2.4% | +0.1% | -2.5% | -2.4% |
| 3M | +13.7% | +2.0% | +11.7% | +11.2% |
| 6M | -15.6% | +13.0% | -28.6% | -25.7% |
| YTD | -19.7% | +13.5% | -33.2% | -29.7% |
| 1Y | +74.3% | +20.0% | +54.3% | +45.0% |
| 3Y | +7.1% | +77.2% | -70.1% | -42.7% |
| All | -71.9% | +82.0% | -153.9% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling