-75.2%
OXBR vs SPY
+409.5%
-484.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +10.8% | +0.5% | +10.2% | +10.4% |
| 30D | +8.3% | -0.9% | +9.2% | +9.1% |
| 3M | +68.4% | +3.9% | +64.5% | +63.9% |
| 6M | +53.2% | +14.5% | +38.7% | +39.2% |
| YTD | +9.1% | +12.9% | -3.8% | +0.3% |
| 1Y | -36.6% | +19.4% | -55.9% | -43.7% |
| 3Y | +30.9% | +78.5% | -47.5% | -9.8% |
| 5Y | -55.6% | +81.8% | -137.3% | -69.6% |
| 10Y | -68.5% | +311.5% | -380.0% | -85.8% |
| All | -75.2% | +409.5% | -484.7% | -89.8% |
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