-98.9%
OSRH vs SPY
+98.3%
-197.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.4% | +13.4% | +13.0% |
| 7D | -22.1% | +2.6% | -24.7% | -21.9% |
| 30D | -43.5% | -2.0% | -41.5% | -43.6% |
| 3M | -60.1% | -2.8% | -57.3% | -60.1% |
| 6M | -81.7% | +2.1% | -83.8% | -81.7% |
| YTD | -80.0% | +11.5% | -91.5% | -80.2% |
| 1Y | -80.0% | +13.5% | -93.5% | -80.3% |
| 3Y | -98.9% | +77.7% | -176.6% | -98.9% |
| All | -98.9% | +98.3% | -197.2% | -98.9% |
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