Given numbers $0 \leq d_i \leq 1$ for $i=1,\ldots,m$, it is easy to see that you can always find signs $\varepsilon_i \in \{-1,1\}$ such that the partial sums $\sum_{i=1}^k \varepsilon_i d_i/2$, for $k=0,\ldots,m$(where $\sum_{i=1}^0 = 0$) lie in an interval of size at most 1. Is this best possible? i.e. is there a choice of $m$ and $d_i$ such that for any choice of signs the strip must be of size at least 1-$\delta$?
Such an example for $\delta = 1/4$ is to take $m = 3$, $d_1 = 1 = d_3$ and $d_2 = 1/2$. What about for smaller $\delta$?