+79.7%
OBK vs SPY
+220.0%
-140.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.2% |
| 7D | +1.2% | -0.6% | +1.7% | +1.7% |
| 30D | +5.2% | -3.7% | +8.9% | +8.5% |
| 3M | +2.5% | -2.7% | +5.3% | +4.8% |
| 6M | +16.9% | +2.2% | +14.7% | +14.2% |
| YTD | +46.2% | +10.8% | +35.3% | +33.3% |
| 1Y | +56.6% | +11.2% | +45.4% | +42.3% |
| 3Y | +83.7% | +76.5% | +7.2% | +13.5% |
| 5Y | +26.4% | +72.9% | -46.6% | -21.1% |
| All | +79.7% | +220.0% | -140.3% | -30.9% |
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