-46.3%
OBIO vs SPY
+153.1%
-199.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.5% | +4.6% |
| 7D | +20.5% | -0.8% | +21.2% | +21.2% |
| 30D | +38.5% | -1.1% | +39.5% | +39.4% |
| 3M | +50.4% | +3.9% | +46.5% | +45.2% |
| 6M | +33.0% | +13.6% | +19.4% | +19.5% |
| YTD | +47.5% | +12.7% | +34.8% | +33.7% |
| 1Y | +133.6% | +17.5% | +116.1% | +105.2% |
| 3Y | +7.2% | +76.9% | -69.7% | -22.4% |
| 5Y | -37.5% | +83.6% | -121.1% | -55.9% |
| All | -46.3% | +153.1% | -199.4% | -69.0% |
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