-55.8%
DIPS vs SPY
+43.6%
-99.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -1.1% |
| 7D | -4.7% | +0.1% | -4.8% | -4.5% |
| 30D | -3.7% | +0.1% | -3.8% | -3.5% |
| 3M | -6.8% | +2.0% | -8.8% | -3.1% |
| 6M | -18.8% | +13.0% | -31.8% | -1.1% |
| YTD | -16.0% | +13.5% | -29.5% | +3.5% |
| 1Y | -19.6% | +20.0% | -39.6% | +8.3% |
| All | -55.8% | +43.6% | -99.4% | -12.7% |
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