+53.4%
ONBPO vs SPY
+164.2%
-110.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.1% | -0.8% | +0.6% | 0.0% |
| 30D | -0.1% | -1.1% | +0.9% | 0.0% |
| 3M | +1.9% | +3.9% | -2.0% | +1.3% |
| 6M | +3.2% | +13.6% | -10.4% | +1.1% |
| YTD | +4.1% | +12.7% | -8.6% | +2.1% |
| 1Y | +6.3% | +17.5% | -11.2% | +3.5% |
| 3Y | +30.9% | +76.9% | -46.0% | +18.5% |
| 5Y | +23.2% | +83.6% | -60.4% | +10.2% |
| All | +53.4% | +164.2% | -110.8% | +34.4% |
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 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