-94.1%
OIO vs SPY
+83.1%
-177.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | -12.7% | +0.1% | -12.9% | -12.7% |
| 30D | -4.3% | +0.1% | -4.4% | -4.3% |
| 3M | -2.8% | +2.0% | -4.8% | -2.9% |
| 6M | -82.2% | +13.0% | -95.2% | -82.4% |
| YTD | -85.3% | +13.5% | -98.9% | -85.5% |
| 1Y | -81.1% | +20.0% | -101.0% | -81.5% |
| 3Y | -63.8% | +77.2% | -141.0% | -65.7% |
| All | -94.1% | +83.1% | -177.2% | -94.4% |
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