-98.4%
OSRH vs SPY
+97.9%
-196.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +8.4% |
| 7D | -1.9% | +0.1% | -2.0% | -1.8% |
| 30D | -19.5% | -3.3% | -16.2% | -19.7% |
| 3M | -64.6% | -2.4% | -62.1% | -64.6% |
| 6M | -72.5% | +2.6% | -75.1% | -72.6% |
| YTD | -72.2% | +11.2% | -83.4% | -72.5% |
| 1Y | -73.8% | +13.4% | -87.2% | -74.2% |
| 3Y | -98.5% | +79.9% | -178.4% | -98.5% |
| All | -98.4% | +97.9% | -196.3% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling