+488.3%
OIA vs SPY
+3,091.8%
-2,603.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +0.5% | +0.1% | +0.4% | +0.5% |
| 3M | -0.2% | +2.0% | -2.2% | -0.6% |
| 6M | -2.9% | +13.0% | -16.0% | -5.1% |
| YTD | +3.5% | +13.5% | -10.0% | +1.1% |
| 1Y | +10.3% | +20.0% | -9.7% | +6.6% |
| 3Y | +11.1% | +77.2% | -66.1% | -0.2% |
| 5Y | -5.7% | +81.9% | -87.5% | -16.1% |
| 10Y | +25.4% | +314.1% | -288.6% | -2.9% |
| All | +488.3% | +3,091.8% | -2,603.5% | +212.7% |
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