+201.5%
OR vs SPY
+316.4%
-114.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.7% |
| 7D | +13.8% | -2.7% | +16.5% | +15.1% |
| 30D | +6.8% | -5.4% | +12.2% | +9.4% |
| 3M | +12.9% | -4.1% | +17.0% | +15.0% |
| 6M | -6.1% | +0.7% | -6.8% | -6.1% |
| YTD | +2.9% | +8.7% | -5.8% | +0.1% |
| 1Y | +17.2% | +10.9% | +6.3% | +13.1% |
| 3Y | +188.9% | +75.0% | +113.9% | +133.1% |
| 5Y | +203.7% | +67.8% | +135.9% | +145.4% |
| 10Y | +293.6% | +312.9% | -19.3% | +118.2% |
| All | +201.5% | +316.4% | -114.9% | +73.7% |
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