+135.6%
OBT vs SPY
+74.6%
+61.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.1% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | +6.8% | -2.4% | +9.2% | +8.1% |
| 3M | +3.3% | -1.2% | +4.4% | +3.7% |
| 6M | +19.3% | +3.3% | +16.0% | +16.6% |
| YTD | +41.8% | +12.3% | +29.5% | +31.8% |
| 1Y | +55.8% | +12.4% | +43.4% | +44.7% |
| 3Y | +99.0% | +78.8% | +20.1% | +54.0% |
| 5Y | +135.6% | +75.2% | +60.4% | +88.8% |
| All | +135.6% | +74.6% | +61.0% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling