+35.7%
OASC vs SPY
+40.0%
-4.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.3% |
| 7D | -4.4% | -2.7% | -1.7% | -1.7% |
| 30D | -4.3% | -5.4% | +1.1% | +1.2% |
| 3M | -6.0% | -4.1% | -1.9% | -2.0% |
| 6M | -4.0% | +0.7% | -4.7% | -4.6% |
| YTD | +11.1% | +8.7% | +2.4% | +2.3% |
| 1Y | +16.6% | +10.9% | +5.7% | +5.3% |
| All | +35.7% | +40.0% | -4.3% | +3.6% |
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