+14,694.0%
OSK vs SPY
+3,056.6%
+11,637.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.6% |
| 7D | -1.5% | -0.9% | -0.6% | -0.5% |
| 30D | +11.6% | -2.4% | +13.9% | +14.3% |
| 3M | -9.0% | -1.2% | -7.8% | -8.0% |
| 6M | +6.3% | +3.3% | +3.0% | +2.8% |
| YTD | +13.8% | +12.3% | +1.5% | +1.0% |
| 1Y | +15.2% | +12.4% | +2.8% | +2.3% |
| 3Y | +59.3% | +78.8% | -19.5% | -12.3% |
| 5Y | +33.2% | +75.2% | -42.0% | -25.2% |
| 10Y | +150.2% | +311.1% | -160.9% | -40.0% |
| All | +14,694.0% | +3,056.6% | +11,637.4% | +1,555.0% |
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