+203.9%
ONEY vs SPY
+304.1%
-100.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +1.6% | -0.6% | +2.2% | +2.0% |
| 30D | +8.7% | -3.7% | +12.4% | +12.0% |
| 3M | +3.1% | -2.7% | +5.8% | +5.2% |
| 6M | +11.2% | +2.2% | +9.0% | +8.5% |
| YTD | +23.3% | +10.8% | +12.5% | +11.8% |
| 1Y | +26.2% | +11.2% | +14.9% | +14.0% |
| 3Y | +68.4% | +76.5% | -8.1% | -0.8% |
| 5Y | +62.5% | +72.9% | -10.5% | -3.3% |
| 10Y | +203.9% | +304.8% | -100.9% | -12.2% |
| All | +203.9% | +304.1% | -100.2% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling