+2,087.1%
ODC vs SPY
+3,056.6%
-969.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | +3.9% | -0.9% | +4.8% | +4.3% |
| 30D | -13.6% | -2.4% | -11.3% | -12.8% |
| 3M | -15.7% | -1.2% | -14.5% | -15.3% |
| 6M | -3.4% | +3.3% | -6.7% | -4.6% |
| YTD | +51.9% | +12.3% | +39.6% | +45.4% |
| 1Y | +31.3% | +12.4% | +18.8% | +25.6% |
| 3Y | +166.0% | +78.8% | +87.2% | +114.5% |
| 5Y | +358.5% | +75.2% | +283.3% | +268.8% |
| 10Y | +380.0% | +311.1% | +68.9% | +192.5% |
| All | +2,087.1% | +3,056.6% | -969.5% | +1,076.7% |
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