+17.5%
OBIL vs SPY
+100.6%
-83.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +0.2% | -0.9% | +1.2% | +0.2% |
| 3M | +0.8% | +3.9% | -3.0% | +0.9% |
| 6M | +1.5% | +14.5% | -13.0% | +1.6% |
| YTD | +2.1% | +12.9% | -10.9% | +2.1% |
| 1Y | +3.3% | +19.4% | -16.1% | +3.4% |
| 3Y | +13.9% | +78.5% | -64.6% | +14.4% |
| All | +17.5% | +100.6% | -83.2% | +18.2% |
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