-62.9%
ODD vs SPY
+72.5%
-135.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.7% | +5.8% |
| 7D | -12.6% | +2.6% | -15.2% | -15.1% |
| 30D | -18.5% | -2.0% | -16.5% | -16.4% |
| 3M | +32.3% | -2.8% | +35.0% | +37.5% |
| 6M | +39.3% | +2.1% | +37.1% | +36.8% |
| YTD | -56.1% | +11.5% | -67.6% | -61.7% |
| 1Y | -56.5% | +13.5% | -69.9% | -62.8% |
| 3Y | -41.4% | +77.7% | -119.1% | -75.6% |
| All | -62.9% | +72.5% | -135.4% | -83.8% |
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 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