-58.9%
OABI vs SPY
+86.5%
-145.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.9% |
| 7D | -20.3% | -0.4% | -20.0% | -20.1% |
| 30D | +18.4% | -1.4% | +19.8% | +19.6% |
| 3M | +67.3% | +3.7% | +63.6% | +62.5% |
| 6M | +105.9% | +13.0% | +92.9% | +88.3% |
| YTD | +117.0% | +12.4% | +104.6% | +99.5% |
| 1Y | +155.7% | +18.5% | +137.2% | +127.2% |
| 3Y | -22.6% | +77.6% | -100.3% | -45.7% |
| All | -58.9% | +86.5% | -145.3% | -73.3% |
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