+290.6%
OII vs SPY
+82.0%
+208.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +6.9% | +0.1% | +6.9% | +6.8% |
| 3M | +29.2% | +2.0% | +27.2% | +26.1% |
| 6M | +46.3% | +13.0% | +33.3% | +26.3% |
| YTD | +113.9% | +13.5% | +100.4% | +84.1% |
| 1Y | +108.3% | +20.0% | +88.3% | +68.0% |
| 3Y | +113.9% | +77.2% | +36.7% | +14.1% |
| All | +290.6% | +82.0% | +208.5% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling