+50.0%
OII vs SPY
+307.0%
-257.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.0% |
| 7D | +4.1% | +2.6% | +1.5% | -0.1% |
| 30D | -18.1% | -2.0% | -16.2% | -15.5% |
| 3M | -30.6% | -2.8% | -27.8% | -27.5% |
| 6M | -8.3% | +2.1% | -10.5% | -11.7% |
| YTD | +48.3% | +11.5% | +36.8% | +23.7% |
| 1Y | +53.1% | +13.5% | +39.7% | +24.1% |
| 3Y | +65.2% | +77.7% | -12.5% | -35.1% |
| 5Y | +177.5% | +72.6% | +104.9% | +12.1% |
| All | +50.0% | +307.0% | -257.0% | -83.8% |
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