+229.4%
OUNZ vs SPY
+404.8%
-175.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.4% | +0.1% | +4.4% | +4.4% |
| 3M | -1.1% | +2.0% | -3.1% | -1.2% |
| 6M | -13.7% | +13.0% | -26.7% | -14.2% |
| YTD | +2.7% | +13.5% | -10.8% | +2.2% |
| 1Y | +24.6% | +20.0% | +4.7% | +23.8% |
| 3Y | +126.9% | +77.2% | +49.8% | +123.4% |
| 5Y | +139.4% | +81.9% | +57.6% | +134.7% |
| 10Y | +224.7% | +314.1% | -89.3% | +243.1% |
| All | +229.4% | +404.8% | -175.4% | +268.7% |
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