-10.3%
OIH vs SPY
+322.5%
-332.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -1.0% |
| 7D | -1.6% | -0.8% | -0.8% | -0.6% |
| 30D | +1.8% | -1.1% | +2.9% | +3.1% |
| 3M | -1.2% | +3.9% | -5.1% | -6.3% |
| 6M | +9.3% | +13.6% | -4.3% | -8.2% |
| YTD | +47.7% | +12.7% | +35.0% | +25.5% |
| 1Y | +64.5% | +17.5% | +47.0% | +32.3% |
| 3Y | +25.3% | +76.9% | -51.6% | -41.4% |
| 5Y | +148.4% | +83.6% | +64.8% | +8.3% |
| All | -10.3% | +322.5% | -332.8% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling