+327.4%
OR vs SPY
+311.8%
+15.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.8% |
| 7D | +3.2% | -0.9% | +4.1% | +3.5% |
| 30D | +2.7% | -2.4% | +5.0% | +3.7% |
| 3M | +5.9% | -1.2% | +7.0% | +6.5% |
| 6M | -10.2% | +3.3% | -13.5% | -11.2% |
| YTD | +1.1% | +12.3% | -11.1% | -3.0% |
| 1Y | +10.4% | +12.4% | -2.0% | +6.0% |
| 3Y | +186.8% | +78.8% | +108.0% | +130.5% |
| 5Y | +182.6% | +75.2% | +107.4% | +125.5% |
| 10Y | +327.4% | +311.1% | +16.3% | +209.8% |
| All | +327.4% | +311.8% | +15.7% | +209.8% |
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 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