-46.0%
DIPS vs SPY
+40.2%
-86.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +2.9% |
| 7D | +14.6% | -0.6% | +15.2% | +13.8% |
| 30D | +22.0% | -3.7% | +25.7% | +15.7% |
| 3M | +16.3% | -2.7% | +19.1% | +12.3% |
| 6M | +13.0% | +2.2% | +10.8% | +18.5% |
| YTD | +2.5% | +10.8% | -8.3% | +22.3% |
| 1Y | +13.0% | +11.2% | +1.8% | +36.0% |
| All | -46.0% | +40.2% | -86.2% | +3.2% |
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