+401.6%
OBE vs SPY
+79.8%
+321.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.3% |
| 7D | +5.9% | -2.0% | +7.9% | +7.8% |
| 30D | +19.7% | -1.7% | +21.4% | +21.4% |
| 3M | +15.3% | +4.7% | +10.6% | +9.3% |
| 6M | +51.1% | +12.5% | +38.6% | +32.8% |
| YTD | +107.8% | +11.7% | +96.1% | +84.0% |
| 1Y | +104.8% | +17.5% | +87.3% | +72.4% |
| 3Y | +69.0% | +76.6% | -7.6% | -5.2% |
| 5Y | +401.6% | +82.0% | +319.5% | +172.7% |
| All | +401.6% | +79.8% | +321.8% | +172.7% |
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