+64.4%
OIS vs SPY
+795.6%
-731.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +2.8% | +2.6% | +0.2% | -0.7% |
| 30D | +6.6% | -2.0% | +8.6% | +9.2% |
| 3M | -1.7% | -2.8% | +1.1% | +1.7% |
| 6M | -4.9% | +2.1% | -7.0% | -8.4% |
| YTD | +26.6% | +11.5% | +15.1% | +7.6% |
| 1Y | +39.8% | +13.5% | +26.3% | +16.0% |
| 3Y | +19.7% | +77.7% | -58.0% | -44.6% |
| 5Y | +40.3% | +72.6% | -32.3% | -33.6% |
| 10Y | -72.6% | +308.2% | -380.8% | -95.5% |
| All | +64.4% | +795.6% | -731.3% | -87.9% |
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 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