-40.1%
OI vs SPY
+3,074.3%
-3,114.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -4.9% |
| 7D | -3.8% | +0.5% | -4.4% | -4.4% |
| 30D | -4.0% | -0.9% | -3.0% | -2.9% |
| 3M | -15.0% | +3.9% | -18.9% | -18.4% |
| 6M | -40.7% | +14.5% | -55.2% | -48.8% |
| YTD | -54.3% | +12.9% | -67.2% | -59.9% |
| 1Y | -47.9% | +19.4% | -67.2% | -57.2% |
| 3Y | -63.8% | +78.5% | -142.2% | -80.8% |
| 5Y | -54.3% | +81.8% | -136.1% | -76.1% |
| 10Y | -62.4% | +311.5% | -373.9% | -91.1% |
| All | -40.1% | +3,074.3% | -3,114.4% | -96.3% |
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