-62.1%
OSRH vs SPY
+20.8%
-82.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.4% | -7.8% | -7.7% |
| 7D | -13.5% | +0.1% | -13.6% | -14.0% |
| 30D | -49.1% | +0.1% | -49.1% | -49.7% |
| 3M | -45.9% | +2.0% | -47.9% | -48.3% |
| 6M | -45.0% | +13.0% | -58.0% | -59.7% |
| YTD | -60.1% | +13.5% | -73.7% | -71.8% |
| 1Y | -62.1% | +20.0% | -82.0% | -80.5% |
| All | -62.1% | +20.8% | -82.9% | -80.5% |
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