+46.8%
OUSA vs SPY
+77.4%
-30.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -0.6% | +0.1% | -0.7% | -0.7% |
| 3M | +5.4% | +2.0% | +3.4% | +4.0% |
| 6M | +5.1% | +13.0% | -7.9% | -2.9% |
| YTD | +7.7% | +13.5% | -5.8% | -0.8% |
| 1Y | +10.9% | +20.0% | -9.1% | -1.7% |
| All | +46.8% | +77.4% | -30.5% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling