+256.8%
DIM vs SPY
+787.8%
-531.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +1.7% | +0.1% | +1.7% | +1.7% |
| 3M | +6.3% | +2.0% | +4.3% | +4.3% |
| 6M | +7.5% | +13.0% | -5.5% | -3.9% |
| YTD | +14.5% | +13.5% | +0.9% | +1.8% |
| 1Y | +21.5% | +20.0% | +1.6% | +2.7% |
| 3Y | +72.0% | +77.2% | -5.2% | -0.4% |
| 5Y | +54.9% | +81.9% | -26.9% | -13.9% |
| 10Y | +124.9% | +314.1% | -189.2% | -46.1% |
| All | +256.8% | +787.8% | -531.0% | -60.8% |
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