+210.0%
OR vs SPY
+335.1%
-125.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 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% | +2.8% |
| 6M | -14.9% | +13.0% | -28.0% | -18.8% |
| YTD | +5.8% | +13.5% | -7.7% | +0.9% |
| 1Y | +11.7% | +20.0% | -8.3% | +4.3% |
| 3Y | +190.9% | +77.2% | +113.7% | +132.9% |
| 5Y | +217.0% | +81.9% | +135.2% | +148.2% |
| 10Y | +242.6% | +314.1% | -71.4% | +98.8% |
| All | +210.0% | +335.1% | -125.1% | +75.2% |
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