-65.3%
OXBR vs SPY
+322.5%
-387.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.9% | +0.9% | +12.1% | +12.3% |
| 7D | +9.0% | -0.8% | +9.8% | +9.8% |
| 30D | +31.9% | -1.1% | +33.0% | +33.3% |
| 3M | +79.4% | +3.9% | +75.6% | +74.3% |
| 6M | +89.4% | +13.6% | +75.8% | +72.0% |
| YTD | +18.9% | +12.7% | +6.3% | +8.9% |
| 1Y | -31.7% | +17.5% | -49.2% | -39.2% |
| 3Y | +42.7% | +76.9% | -34.2% | -3.9% |
| 5Y | -53.3% | +83.6% | -136.9% | -69.2% |
| All | -65.3% | +322.5% | -387.8% | -85.4% |
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 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