+1,798.6%
OII vs SPY
+3,091.8%
-1,293.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.5% |
| YTD | +113.9% | +13.5% | +100.4% | +84.5% |
| 1Y | +108.3% | +20.0% | +88.3% | +68.8% |
| 3Y | +113.9% | +77.2% | +36.7% | +13.2% |
| 5Y | +294.8% | +81.9% | +212.9% | +102.8% |
| 10Y | +103.1% | +314.1% | -211.0% | -47.9% |
| All | +1,798.6% | +3,091.8% | -1,293.1% | +62.2% |
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