+95.7%
OAIM vs SPY
+106.4%
-10.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +1.5% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -3.1% | -3.3% | +0.2% | -0.3% |
| 3M | -3.3% | -2.4% | -0.9% | -1.3% |
| 6M | -3.9% | +2.6% | -6.4% | -5.6% |
| YTD | +10.1% | +11.2% | -1.1% | +1.6% |
| 1Y | +16.0% | +13.4% | +2.6% | +5.5% |
| 3Y | +69.7% | +79.9% | -10.2% | +5.3% |
| All | +95.7% | +106.4% | -10.7% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling