+197.2%
OUSA vs SPY
+311.8%
-114.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.7% |
| 7D | -0.9% | -0.9% | 0.0% | -0.3% |
| 30D | +5.6% | -2.4% | +7.9% | +7.4% |
| 3M | +4.7% | -1.2% | +5.9% | +5.5% |
| 6M | +13.6% | +3.3% | +10.3% | +10.3% |
| YTD | +13.4% | +12.3% | +1.1% | +3.0% |
| 1Y | +16.0% | +12.4% | +3.5% | +5.1% |
| 3Y | +56.9% | +78.8% | -21.9% | -3.2% |
| 5Y | +58.7% | +75.2% | -16.5% | -1.3% |
| 10Y | +197.2% | +311.1% | -113.9% | -8.7% |
| All | +197.2% | +311.8% | -114.5% | -8.7% |
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 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