+361.7%
ODC vs SPY
+307.0%
+54.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.3% |
| 7D | +1.9% | +2.6% | -0.7% | +0.3% |
| 30D | -15.8% | -2.0% | -13.8% | -14.7% |
| 3M | -17.7% | -2.8% | -14.9% | -16.3% |
| 6M | -6.9% | +2.1% | -9.1% | -8.3% |
| YTD | +48.9% | +11.5% | +37.4% | +38.8% |
| 1Y | +28.1% | +13.5% | +14.7% | +18.0% |
| 3Y | +156.7% | +77.7% | +79.0% | +76.1% |
| 5Y | +355.4% | +72.6% | +282.8% | +214.6% |
| All | +361.7% | +307.0% | +54.7% | +34.4% |
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