+42.6%
OASC vs SPY
+45.4%
-2.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | +0.5% | +0.5% | -0.1% | -0.1% |
| 30D | -1.9% | -0.9% | -0.9% | -0.9% |
| 3M | +1.7% | +3.9% | -2.2% | -2.1% |
| 6M | +16.5% | +14.5% | +1.9% | +1.8% |
| YTD | +16.7% | +12.9% | +3.8% | +3.4% |
| 1Y | +21.9% | +19.4% | +2.5% | +2.4% |
| All | +42.6% | +45.4% | -2.8% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling