-51.9%
ODYS vs SPY
+114.4%
-166.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.5% |
| 7D | -3.9% | -2.0% | -1.9% | -5.0% |
| 30D | -21.0% | -1.7% | -19.4% | -21.8% |
| 3M | -3.9% | +4.7% | -8.6% | -1.3% |
| 6M | -41.3% | +12.5% | -53.8% | -36.9% |
| YTD | +4.8% | +11.7% | -6.9% | +12.3% |
| 1Y | -13.0% | +17.5% | -30.5% | -3.8% |
| 3Y | +19.3% | +76.6% | -57.3% | +90.9% |
| 5Y | -63.6% | +82.0% | -145.6% | -28.6% |
| All | -51.9% | +114.4% | -166.4% | -17.3% |
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