-73.4%
OSRH vs SPY
+14.6%
-88.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.5% | -5.8% |
| 7D | +11.1% | -0.7% | +11.8% | +11.3% |
| 30D | -33.6% | -1.0% | -32.6% | -33.4% |
| 3M | -65.3% | -0.3% | -65.0% | -65.5% |
| 6M | -72.5% | +7.3% | -79.8% | -76.0% |
| YTD | -71.6% | +13.3% | -85.0% | -77.7% |
| 1Y | -73.4% | +14.8% | -88.2% | -80.1% |
| All | -73.4% | +14.6% | -88.1% | -80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling