-64.3%
ONCY vs SPY
+82.3%
-146.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -3.4% |
| 7D | -10.7% | -0.8% | -9.9% | -10.1% |
| 30D | -8.5% | -1.1% | -7.5% | -7.6% |
| 3M | -8.5% | +3.9% | -12.4% | -11.7% |
| 6M | -25.7% | +13.6% | -39.3% | -33.7% |
| YTD | -13.8% | +12.7% | -26.5% | -22.3% |
| 1Y | -42.7% | +17.5% | -60.3% | -50.2% |
| 3Y | -67.2% | +76.9% | -144.2% | -80.9% |
| All | -64.3% | +82.3% | -146.6% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling