+377.1%
ODC vs SPY
+306.4%
+70.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +5.7% | -0.6% | +6.3% | +6.1% |
| 30D | -14.8% | -3.7% | -11.1% | -12.7% |
| 3M | -16.8% | -2.7% | -14.0% | -15.3% |
| 6M | -5.0% | +2.2% | -7.1% | -6.4% |
| YTD | +51.0% | +10.8% | +40.1% | +41.2% |
| 1Y | +31.9% | +11.2% | +20.7% | +23.1% |
| 3Y | +164.4% | +76.5% | +87.9% | +82.1% |
| 5Y | +354.5% | +72.9% | +281.6% | +213.1% |
| All | +377.1% | +306.4% | +70.7% | +39.6% |
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