+228.8%
ONEV vs SPY
+332.1%
-103.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.9% |
| 7D | +1.9% | +2.6% | -0.7% | -0.2% |
| 30D | +7.8% | -2.0% | +9.8% | +9.3% |
| 3M | +3.0% | -2.8% | +5.8% | +5.0% |
| 6M | +13.2% | +2.1% | +11.1% | +10.7% |
| YTD | +18.0% | +11.5% | +6.5% | +7.3% |
| 1Y | +19.5% | +13.5% | +6.0% | +7.1% |
| 3Y | +57.1% | +77.7% | -20.6% | -4.4% |
| 5Y | +53.1% | +72.6% | -19.5% | -5.2% |
| 10Y | +198.7% | +308.2% | -109.4% | -2.5% |
| All | +228.8% | +332.1% | -103.3% | +1.9% |
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 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