+139.7%
OUSM vs SPY
+298.0%
-158.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -1.0% | +0.1% | -1.0% | -1.0% |
| 3M | +6.7% | +2.0% | +4.7% | +4.6% |
| 6M | +7.2% | +13.0% | -5.8% | -4.2% |
| YTD | +13.9% | +13.5% | +0.3% | +1.2% |
| 1Y | +10.7% | +20.0% | -9.2% | -6.5% |
| 3Y | +41.3% | +77.2% | -35.9% | -17.4% |
| 5Y | +48.8% | +81.9% | -33.1% | -15.8% |
| All | +139.7% | +298.0% | -158.3% | -37.4% |
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