+201.9%
OR vs SPY
+77.4%
+124.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +15.7% | +0.1% | +15.7% | +15.7% |
| 3M | +3.5% | +2.0% | +1.5% | +2.4% |
| 6M | -14.9% | +13.0% | -28.0% | -20.3% |
| YTD | +5.8% | +13.5% | -7.7% | -1.0% |
| 1Y | +11.7% | +20.0% | -8.3% | +2.3% |
| All | +201.9% | +77.4% | +124.5% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling