+1,164.8%
OII vs SPY
+2,954.7%
-1,789.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -16.2% | -2.7% | -13.5% | -13.5% |
| 30D | -21.6% | -5.4% | -16.3% | -16.4% |
| 3M | -30.5% | -4.1% | -26.4% | -27.0% |
| 6M | -7.6% | +0.7% | -8.3% | -8.4% |
| YTD | +42.5% | +8.7% | +33.8% | +29.4% |
| 1Y | +51.4% | +10.9% | +40.6% | +34.4% |
| 3Y | +53.7% | +75.0% | -21.3% | -17.2% |
| 5Y | +143.7% | +67.8% | +75.9% | +37.5% |
| 10Y | +51.1% | +312.9% | -261.8% | -60.8% |
| All | +1,164.8% | +2,954.7% | -1,789.9% | +13.7% |
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