-98.0%
OSRH vs SPY
+98.8%
-196.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.7% |
| 7D | -18.4% | -2.0% | -16.4% | -18.4% |
| 30D | -48.2% | -1.7% | -46.5% | -48.2% |
| 3M | -52.2% | +4.7% | -56.9% | -52.4% |
| 6M | -60.0% | +12.5% | -72.5% | -60.5% |
| YTD | -64.5% | +11.7% | -76.3% | -64.9% |
| 1Y | -66.3% | +17.5% | -83.8% | -66.4% |
| 3Y | -98.1% | +76.6% | -174.6% | -98.0% |
| All | -98.0% | +98.8% | -196.8% | -98.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling