-64.1%
OI vs SPY
+76.5%
-140.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | -6.2% | -0.4% | -5.9% | -5.8% |
| 30D | -5.3% | -1.4% | -3.9% | -3.6% |
| 3M | -20.3% | +3.7% | -24.0% | -23.5% |
| 6M | -42.9% | +13.0% | -55.9% | -50.4% |
| YTD | -55.1% | +12.4% | -67.5% | -60.7% |
| 1Y | -48.6% | +18.5% | -67.1% | -57.9% |
| All | -64.1% | +76.5% | -140.7% | -82.0% |
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