-71.1%
ODD vs SPY
+75.7%
-146.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.2% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -9.7% | +0.1% | -9.7% | -9.5% |
| 3M | +36.5% | +2.0% | +34.6% | +33.9% |
| 6M | +5.8% | +13.0% | -7.2% | -8.8% |
| YTD | -65.8% | +13.5% | -79.3% | -70.9% |
| 1Y | -77.9% | +20.0% | -97.8% | -82.4% |
| 3Y | -67.2% | +77.2% | -144.4% | -86.1% |
| All | -71.1% | +75.7% | -146.8% | -87.7% |
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