+346.2%
OBT vs SPY
+307.0%
+39.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.3% | +2.6% | -1.3% | +0.8% |
| 30D | +10.2% | -2.0% | +12.1% | +10.5% |
| 3M | +2.9% | -2.8% | +5.6% | +3.4% |
| 6M | +22.0% | +2.1% | +19.8% | +21.3% |
| YTD | +42.4% | +11.5% | +30.9% | +39.2% |
| 1Y | +56.1% | +13.5% | +42.6% | +52.0% |
| 3Y | +95.9% | +77.7% | +18.2% | +83.8% |
| 5Y | +136.7% | +72.6% | +64.1% | +120.9% |
| All | +346.2% | +307.0% | +39.2% | +401.3% |
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