+18.7%
DIM vs SPY
+14.6%
+4.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.2% |
| 7D | +2.6% | -0.7% | +3.3% | +3.1% |
| 30D | +2.4% | -1.0% | +3.5% | +3.2% |
| 3M | -0.2% | -0.3% | +0.1% | 0.0% |
| 6M | +5.7% | +7.3% | -1.7% | -0.5% |
| YTD | +12.1% | +13.3% | -1.3% | +0.4% |
| 1Y | +18.7% | +14.8% | +3.9% | +5.3% |
| All | +18.7% | +14.6% | +4.0% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling