-64.5%
ODD vs SPY
+78.7%
-143.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.7% | -4.6% |
| 7D | -7.9% | +0.5% | -8.4% | -8.5% |
| 30D | -7.8% | -0.9% | -6.8% | -6.5% |
| 3M | +31.2% | +3.9% | +27.3% | +26.0% |
| 6M | -8.2% | +14.5% | -22.7% | -22.0% |
| YTD | -67.6% | +12.9% | -80.5% | -72.2% |
| 1Y | -79.5% | +19.4% | -98.9% | -83.6% |
| 3Y | -64.5% | +78.5% | -142.9% | -85.4% |
| All | -64.5% | +78.7% | -143.2% | -85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling