+232.2%
ONEY vs SPY
+321.2%
-89.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.6% |
| 7D | -0.1% | -2.7% | +2.6% | +2.0% |
| 30D | +8.6% | -5.4% | +14.0% | +13.4% |
| 3M | +1.8% | -4.1% | +5.9% | +5.1% |
| 6M | +8.5% | +0.7% | +7.8% | +7.2% |
| YTD | +21.3% | +8.7% | +12.7% | +12.2% |
| 1Y | +25.8% | +10.9% | +14.9% | +14.3% |
| 3Y | +63.4% | +75.0% | -11.6% | -1.1% |
| 5Y | +59.7% | +67.8% | -8.1% | -0.5% |
| 10Y | +199.5% | +312.9% | -113.4% | +0.5% |
| All | +232.2% | +321.2% | -89.0% | +7.4% |
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 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