-53.3%
OI vs SPY
+80.9%
-134.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -50.3% |
| YTD | -55.1% | +12.4% | -67.5% | -60.7% |
| 1Y | -48.6% | +18.5% | -67.1% | -57.8% |
| 3Y | -64.4% | +77.6% | -142.0% | -81.8% |
| All | -53.3% | +80.9% | -134.2% | -77.0% |
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 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