+74.7%
OBT vs SPY
+77.4%
-2.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | +2.3% | +0.5% | +1.7% | +1.7% |
| 30D | -0.7% | -0.9% | +0.3% | +0.3% |
| 3M | +10.6% | +3.9% | +6.7% | +5.8% |
| 6M | +22.6% | +14.5% | +8.0% | +4.9% |
| YTD | +35.8% | +12.9% | +22.9% | +18.1% |
| 1Y | +46.9% | +19.4% | +27.6% | +19.2% |
| All | +74.7% | +77.4% | -2.7% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling