-56.0%
OI vs SPY
+3,034.0%
-3,090.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | -4.1% | +2.6% | -6.7% | -6.8% |
| 30D | -13.7% | -2.0% | -11.8% | -12.0% |
| 3M | -27.5% | -2.8% | -24.7% | -25.3% |
| 6M | -44.8% | +2.1% | -46.9% | -46.1% |
| YTD | -66.4% | +11.5% | -77.9% | -70.2% |
| 1Y | -62.7% | +13.5% | -76.1% | -67.6% |
| 3Y | -64.3% | +77.7% | -142.0% | -81.0% |
| 5Y | -60.4% | +72.6% | -133.0% | -78.1% |
| 10Y | -73.0% | +308.2% | -381.1% | -93.6% |
| All | -56.0% | +3,034.0% | -3,090.0% | -97.3% |
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