-55.1%
DIPS vs SPY
+42.9%
-98.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +0.5% |
| 7D | -3.2% | +0.5% | -3.7% | -2.3% |
| 30D | -1.3% | -0.9% | -0.4% | -2.6% |
| 3M | -8.9% | +3.9% | -12.8% | -2.9% |
| 6M | -20.3% | +14.5% | -34.9% | -1.1% |
| YTD | -14.8% | +12.9% | -27.8% | +4.1% |
| 1Y | -20.0% | +19.4% | -39.4% | +7.0% |
| All | -55.1% | +42.9% | -98.0% | -12.2% |
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 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