-72.8%
OSUR vs SPY
+3,034.0%
-3,106.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +5.2% | +2.6% | +2.6% | +2.2% |
| 30D | -2.4% | -2.0% | -0.4% | +0.5% |
| 3M | -10.0% | -2.8% | -7.2% | -6.3% |
| 6M | +19.1% | +2.1% | +16.9% | +16.5% |
| YTD | +49.6% | +11.5% | +38.1% | +31.6% |
| 1Y | +58.8% | +13.5% | +45.3% | +37.1% |
| 3Y | -44.6% | +77.7% | -122.3% | -72.1% |
| 5Y | -63.6% | +72.6% | -136.2% | -81.0% |
| 10Y | -56.4% | +308.2% | -364.6% | -92.9% |
| All | -72.8% | +3,034.0% | -3,106.8% | -99.1% |
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