-94.0%
OIO vs SPY
+75.3%
-169.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -5.8% | -2.7% | -3.1% | -5.7% |
| 30D | +8.5% | -5.4% | +13.9% | +8.8% |
| 3M | -4.8% | -4.1% | -0.7% | -4.6% |
| 6M | +0.6% | +0.7% | -0.1% | +0.4% |
| YTD | -85.1% | +8.7% | -93.8% | -85.3% |
| 1Y | -84.3% | +10.9% | -95.2% | -84.5% |
| 3Y | +14.7% | +75.0% | -60.3% | +8.6% |
| All | -94.0% | +75.3% | -169.2% | -94.3% |
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