+1,645.9%
ONEQ vs SPY
+1,066.0%
+579.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +0.6% | +0.1% | +0.5% | +0.5% |
| 3M | -1.0% | +2.0% | -3.0% | -2.8% |
| 6M | +16.7% | +13.0% | +3.7% | +3.2% |
| YTD | +14.6% | +13.5% | +1.1% | +0.9% |
| 1Y | +22.9% | +20.0% | +2.9% | +2.4% |
| 3Y | +92.9% | +77.2% | +15.7% | +9.0% |
| 5Y | +81.3% | +81.9% | -0.6% | +1.4% |
| 10Y | +454.1% | +314.1% | +140.0% | +40.0% |
| All | +1,645.9% | +1,066.0% | +579.9% | +46.6% |
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