+53.5%
ONBPO vs SPY
+163.5%
-110.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +0.2% | -1.4% | +1.6% | +0.4% |
| 3M | +1.4% | +3.7% | -2.3% | +0.8% |
| 6M | +3.1% | +13.0% | -9.9% | +1.1% |
| YTD | +4.2% | +12.4% | -8.2% | +2.2% |
| 1Y | +6.2% | +18.5% | -12.3% | +3.3% |
| 3Y | +31.4% | +77.6% | -46.2% | +18.8% |
| 5Y | +23.8% | +81.7% | -57.9% | +10.9% |
| All | +53.5% | +163.5% | -110.0% | +34.6% |
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