+201.7%
OUNZ vs SPY
+383.1%
-181.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +4.6% | -2.7% | +7.3% | +4.8% |
| 30D | -0.9% | -5.4% | +4.5% | -0.5% |
| 3M | -4.4% | -4.1% | -0.3% | -4.1% |
| 6M | -13.5% | +0.7% | -14.2% | -13.5% |
| YTD | -5.9% | +8.7% | -14.6% | -6.2% |
| 1Y | +1.9% | +10.9% | -9.0% | +1.6% |
| 3Y | +104.0% | +75.0% | +29.0% | +101.3% |
| 5Y | +120.9% | +67.8% | +53.1% | +117.0% |
| 10Y | +202.2% | +312.9% | -110.7% | +222.5% |
| All | +201.7% | +383.1% | -181.4% | +238.6% |
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