+530.1%
OBT vs SPY
+1,004.1%
-474.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | 0.0% | +0.1% | 0.0% | 0.0% |
| 3M | +14.2% | +2.0% | +12.2% | +14.0% |
| 6M | +18.5% | +13.0% | +5.4% | +17.3% |
| YTD | +37.7% | +13.5% | +24.2% | +36.3% |
| 1Y | +47.6% | +20.0% | +27.6% | +45.5% |
| 3Y | +71.6% | +77.2% | -5.6% | +67.1% |
| 5Y | +145.4% | +81.9% | +63.5% | +139.1% |
| 10Y | +333.2% | +314.1% | +19.2% | +334.3% |
| All | +530.1% | +1,004.1% | -474.0% | +569.7% |
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