-98.6%
OSRH vs SPY
+93.3%
-191.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -3.3% | -2.7% | -0.6% | -3.5% |
| 30D | -32.6% | -5.4% | -27.2% | -32.8% |
| 3M | -66.7% | -4.1% | -62.7% | -66.9% |
| 6M | -75.2% | +0.7% | -75.9% | -75.3% |
| YTD | -74.3% | +8.7% | -83.0% | -74.6% |
| 1Y | -78.5% | +10.9% | -89.4% | -78.8% |
| 3Y | -98.6% | +75.0% | -173.6% | -98.6% |
| All | -98.6% | +93.3% | -191.9% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling