+77.7%
OBK vs SPY
+224.6%
-146.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.2% |
| 7D | -0.4% | -0.4% | 0.0% | 0.0% |
| 30D | +1.4% | -1.4% | +2.8% | +2.6% |
| 3M | +10.4% | +3.7% | +6.7% | +6.7% |
| 6M | +32.7% | +13.0% | +19.7% | +19.1% |
| YTD | +44.5% | +12.4% | +32.1% | +30.4% |
| 1Y | +43.9% | +18.5% | +25.4% | +23.9% |
| 3Y | +93.1% | +77.6% | +15.4% | +18.9% |
| 5Y | +44.7% | +81.7% | -37.0% | -13.4% |
| All | +77.7% | +224.6% | -146.8% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling