+55.5%
OSEA vs SPY
+104.4%
-48.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.2% |
| 7D | -0.1% | +0.5% | -0.6% | -0.5% |
| 30D | -2.9% | -0.9% | -2.0% | -2.2% |
| 3M | +1.1% | +3.9% | -2.8% | -2.0% |
| 6M | +1.4% | +14.5% | -13.1% | -8.9% |
| YTD | -0.4% | +12.9% | -13.3% | -9.4% |
| 1Y | +3.3% | +19.4% | -16.1% | -10.1% |
| 3Y | +29.9% | +78.5% | -48.5% | -18.9% |
| All | +55.5% | +104.4% | -48.9% | -11.8% |
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