-98.5%
ONCY vs SPY
+1,015.0%
-1,113.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -3.2% |
| 7D | -10.7% | -0.8% | -9.9% | -10.2% |
| 30D | -8.5% | -1.1% | -7.5% | -7.8% |
| 3M | -8.5% | +3.9% | -12.4% | -11.0% |
| 6M | -25.7% | +13.6% | -39.3% | -32.0% |
| YTD | -13.8% | +12.7% | -26.5% | -20.5% |
| 1Y | -42.7% | +17.5% | -60.3% | -48.7% |
| 3Y | -67.2% | +76.9% | -144.2% | -78.3% |
| 5Y | -64.3% | +83.6% | -147.9% | -76.9% |
| 10Y | -72.8% | +320.7% | -393.5% | -88.9% |
| All | -98.5% | +1,015.0% | -1,113.5% | -99.6% |
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