-44.7%
DIPS vs SPY
+41.0%
-85.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +0.7% |
| 7D | +9.5% | +2.6% | +6.9% | +13.6% |
| 30D | +21.6% | -2.0% | +23.6% | +18.4% |
| 3M | +22.2% | -2.8% | +25.0% | +17.9% |
| 6M | +21.3% | +2.1% | +19.1% | +27.1% |
| YTD | +5.0% | +11.5% | -6.5% | +26.4% |
| 1Y | +8.5% | +13.5% | -4.9% | +34.5% |
| All | -44.7% | +41.0% | -85.8% | +6.6% |
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