-94.6%
OIO vs SPY
+81.3%
-175.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.8% |
| 7D | -6.4% | -0.4% | -6.1% | -6.4% |
| 30D | -1.8% | -1.4% | -0.5% | -1.8% |
| 3M | -21.2% | +3.7% | -24.9% | -21.3% |
| 6M | -83.5% | +13.0% | -96.5% | -83.7% |
| YTD | -86.7% | +12.4% | -99.1% | -86.8% |
| 1Y | -85.3% | +18.5% | -103.9% | -85.6% |
| 3Y | -50.2% | +77.6% | -127.8% | -52.9% |
| All | -94.6% | +81.3% | -175.9% | -94.9% |
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