-23.1%
OFRM vs SPY
+12.8%
-35.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.0% |
| 7D | -7.3% | -0.8% | -6.6% | -6.7% |
| 30D | -7.3% | -1.1% | -6.2% | -6.4% |
| 3M | -13.3% | +3.9% | -17.2% | -16.1% |
| 6M | -21.8% | +13.6% | -35.4% | -36.3% |
| All | -23.1% | +12.8% | -35.9% | -34.9% |
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 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