-65.3%
ODD vs SPY
+73.9%
-139.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.5% | +27.0% | +27.1% |
| 7D | +13.7% | -0.4% | +14.1% | +14.1% |
| 30D | +30.0% | -1.4% | +31.3% | +32.2% |
| 3M | +50.9% | +3.7% | +47.2% | +45.1% |
| 6M | +17.8% | +13.0% | +4.8% | +1.6% |
| YTD | -59.0% | +12.4% | -71.4% | -64.7% |
| 1Y | -74.1% | +18.5% | -92.6% | -79.1% |
| 3Y | -55.0% | +77.6% | -132.7% | -81.0% |
| All | -65.3% | +73.9% | -139.2% | -85.1% |
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