+66.4%
ONEQ vs SPY
+72.1%
-5.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | +2.3% | +2.6% | -0.3% | -0.9% |
| 30D | -5.8% | -2.0% | -3.8% | -3.3% |
| 3M | -6.1% | -2.8% | -3.3% | -2.5% |
| 6M | -4.3% | +2.1% | -6.4% | -6.5% |
| YTD | +8.8% | +11.5% | -2.6% | -4.5% |
| 1Y | +10.8% | +13.5% | -2.7% | -4.9% |
| 3Y | +85.9% | +77.7% | +8.2% | -7.8% |
| All | +66.4% | +72.1% | -5.7% | -12.7% |
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