+50.6%
OUSM vs SPY
+78.1%
-27.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +1.9% | +2.6% | -0.6% | +0.1% |
| 30D | +5.9% | -2.0% | +7.9% | +7.3% |
| 3M | -0.5% | -2.8% | +2.2% | +1.3% |
| 6M | +8.6% | +2.1% | +6.5% | +6.6% |
| YTD | +15.2% | +11.5% | +3.7% | +5.8% |
| 1Y | +16.7% | +13.5% | +3.2% | +5.7% |
| 3Y | +50.6% | +77.7% | -27.1% | -10.0% |
| All | +50.6% | +78.1% | -27.4% | -10.0% |
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