+6.5%
OIH vs SPY
+851.4%
-844.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.4% |
| 7D | -2.2% | -2.0% | -0.2% | +0.2% |
| 30D | +1.2% | -1.7% | +2.8% | +3.2% |
| 3M | -0.6% | +4.7% | -5.4% | -6.6% |
| 6M | +9.9% | +12.5% | -2.6% | -6.0% |
| YTD | +47.6% | +11.7% | +35.8% | +27.4% |
| 1Y | +64.4% | +17.5% | +46.9% | +33.2% |
| 3Y | +25.3% | +76.6% | -51.2% | -39.1% |
| 5Y | +148.2% | +82.0% | +66.1% | +14.0% |
| 10Y | -9.1% | +317.1% | -326.2% | -83.8% |
| All | +6.5% | +851.4% | -844.9% | -92.5% |
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 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