-72.6%
OSUR vs SPY
+79.8%
-152.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.2% |
| 7D | -9.8% | -2.0% | -7.8% | -7.8% |
| 30D | -16.8% | -1.7% | -15.1% | -15.2% |
| 3M | -19.9% | +4.7% | -24.6% | -23.9% |
| 6M | +3.2% | +12.5% | -9.3% | -9.1% |
| YTD | +33.5% | +11.7% | +21.7% | +18.4% |
| 1Y | -0.9% | +17.5% | -18.4% | -16.3% |
| 3Y | -46.5% | +76.6% | -123.1% | -70.4% |
| 5Y | -72.6% | +82.0% | -154.6% | -85.4% |
| All | -72.6% | +79.8% | -152.4% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling