+94.5%
OAIM vs SPY
+105.6%
-11.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -0.4% | -0.6% | +0.2% | +0.1% |
| 30D | -3.7% | -3.7% | 0.0% | -0.6% |
| 3M | -3.7% | -2.7% | -0.9% | -1.4% |
| 6M | -4.5% | +2.2% | -6.7% | -5.9% |
| YTD | +9.4% | +10.8% | -1.4% | +1.3% |
| 1Y | +13.8% | +11.2% | +2.6% | +5.0% |
| 3Y | +67.1% | +76.5% | -9.4% | +5.4% |
| All | +94.5% | +105.6% | -11.2% | +7.8% |
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