-84.7%
OBE vs SPY
+812.6%
-897.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.3% |
| 7D | +3.9% | +0.1% | +3.8% | +3.7% |
| 30D | +30.2% | +0.1% | +30.1% | +29.9% |
| 3M | -2.6% | +2.0% | -4.5% | -5.6% |
| 6M | +39.4% | +13.0% | +26.4% | +18.4% |
| YTD | +92.8% | +13.5% | +79.3% | +63.1% |
| 1Y | +95.7% | +20.0% | +75.7% | +55.1% |
| 3Y | +61.3% | +77.2% | -15.9% | -19.7% |
| 5Y | +328.3% | +81.9% | +246.4% | +105.2% |
| 10Y | +2.3% | +314.1% | -311.7% | -81.7% |
| All | -84.7% | +812.6% | -897.4% | -99.0% |
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