-49.5%
DIPS vs SPY
+37.5%
-87.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.0% |
| 7D | +6.1% | -2.7% | +8.8% | +2.2% |
| 30D | +17.7% | -5.4% | +23.1% | +8.9% |
| 3M | +9.3% | -4.1% | +13.4% | +3.6% |
| 6M | +2.3% | +0.7% | +1.6% | +5.2% |
| YTD | -4.1% | +8.7% | -12.8% | +11.3% |
| 1Y | +1.5% | +10.9% | -9.3% | +21.9% |
| All | -49.5% | +37.5% | -87.0% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling