+308.7%
OR vs SPY
+308.5%
+0.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -1.1% | +3.3% | -4.4% | -2.4% |
| 30D | +0.9% | -2.7% | +3.6% | +2.1% |
| 3M | +3.5% | -1.7% | +5.3% | +4.4% |
| 6M | -11.7% | +3.1% | -14.8% | -12.6% |
| YTD | -1.0% | +11.9% | -12.9% | -4.9% |
| 1Y | +5.0% | +12.0% | -7.0% | +0.9% |
| 3Y | +180.6% | +78.2% | +102.5% | +125.9% |
| 5Y | +173.4% | +73.2% | +100.1% | +119.0% |
| All | +308.7% | +308.5% | +0.2% | +197.3% |
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