+228.6%
ONEY vs SPY
+340.1%
-111.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | +4.4% | +2.0% | +2.4% | +2.4% |
| 6M | +9.3% | +13.0% | -3.7% | -1.8% |
| YTD | +20.0% | +13.5% | +6.5% | +7.3% |
| 1Y | +20.5% | +20.0% | +0.5% | +2.7% |
| 3Y | +52.1% | +77.2% | -25.1% | -8.5% |
| 5Y | +59.6% | +81.9% | -22.3% | -7.0% |
| 10Y | +187.6% | +314.1% | -126.4% | -5.1% |
| All | +228.6% | +340.1% | -111.5% | +2.8% |
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