+203.5%
OR vs SPY
+67.4%
+136.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.7% |
| 7D | +13.8% | -2.7% | +16.5% | +15.5% |
| 30D | +6.8% | -5.4% | +12.2% | +10.2% |
| 3M | +12.9% | -4.1% | +17.0% | +15.7% |
| 6M | -6.1% | +0.7% | -6.8% | -6.1% |
| YTD | +2.9% | +8.7% | -5.8% | -0.8% |
| 1Y | +17.2% | +10.9% | +6.3% | +12.0% |
| 3Y | +188.9% | +75.0% | +113.9% | +118.8% |
| All | +203.5% | +67.4% | +136.1% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling