+193.7%
OUSA vs SPY
+315.0%
-121.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | 0.0% |
| 7D | +1.3% | +0.1% | +1.3% | +1.2% |
| 30D | +5.9% | -3.3% | +9.2% | +8.5% |
| 3M | +3.8% | -2.4% | +6.2% | +5.6% |
| 6M | +12.6% | +2.6% | +10.1% | +10.0% |
| YTD | +12.9% | +11.2% | +1.7% | +3.3% |
| 1Y | +17.3% | +13.4% | +3.9% | +5.6% |
| 3Y | +58.3% | +79.9% | -21.6% | -2.9% |
| 5Y | +57.5% | +72.2% | -14.7% | -0.7% |
| 10Y | +193.7% | +307.3% | -113.6% | -9.1% |
| All | +193.7% | +315.0% | -121.3% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling