+68.0%
OIS vs SPY
+812.1%
-744.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | +5.2% | +0.1% | +5.1% | +5.0% |
| 3M | +0.8% | +2.0% | -1.2% | -2.3% |
| 6M | -30.0% | +13.0% | -43.0% | -41.5% |
| YTD | +29.4% | +13.5% | +15.8% | +7.7% |
| 1Y | +52.3% | +20.0% | +32.4% | +18.1% |
| 3Y | +5.4% | +77.2% | -71.8% | -51.0% |
| 5Y | +50.5% | +81.9% | -31.4% | -33.3% |
| 10Y | -71.6% | +314.1% | -385.7% | -95.4% |
| All | +68.0% | +812.1% | -744.1% | -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