-65.7%
ONEG vs SPY
+31.8%
-97.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.9% |
| 7D | 0.0% | -0.8% | +0.8% | +0.8% |
| 30D | +1.0% | -1.1% | +2.0% | +2.1% |
| 3M | -16.9% | +3.9% | -20.8% | -19.5% |
| 6M | -45.2% | +13.6% | -58.8% | -50.2% |
| YTD | -19.2% | +12.7% | -31.9% | -25.8% |
| 1Y | -91.9% | +17.5% | -109.4% | -92.7% |
| All | -65.7% | +31.8% | -97.4% | -75.9% |
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 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