-58.6%
OXBR vs SPY
+79.8%
-138.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | -2.8% | -2.0% | -0.8% | -0.8% |
| 30D | +6.9% | -1.7% | +8.6% | +8.8% |
| 3M | +63.5% | +4.7% | +58.8% | +56.1% |
| 6M | +54.1% | +12.5% | +41.6% | +37.0% |
| YTD | +5.3% | +11.7% | -6.4% | -5.6% |
| 1Y | -39.3% | +17.5% | -56.8% | -47.9% |
| 3Y | +26.4% | +76.6% | -50.2% | -23.3% |
| 5Y | -58.6% | +82.0% | -140.7% | -74.9% |
| All | -58.6% | +79.8% | -138.4% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling