+184.9%
ONEY vs SPY
+311.3%
-126.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -0.8% | +0.5% | -1.4% | -1.3% |
| 30D | -1.0% | -0.9% | 0.0% | -0.2% |
| 3M | +4.1% | +3.9% | +0.2% | +0.5% |
| 6M | +10.5% | +14.5% | -4.1% | -2.2% |
| YTD | +18.7% | +12.9% | +5.8% | +6.3% |
| 1Y | +19.5% | +19.4% | +0.1% | +1.9% |
| 3Y | +53.1% | +78.5% | -25.4% | -9.8% |
| 5Y | +59.5% | +81.8% | -22.3% | -8.5% |
| 10Y | +184.9% | +311.5% | -126.6% | -5.4% |
| All | +184.9% | +311.3% | -126.4% | -5.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling