-77.2%
ODYS vs SPY
+114.8%
-192.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.3% |
| 7D | -5.7% | +3.3% | -9.0% | -4.1% |
| 30D | -35.2% | -2.7% | -32.5% | -36.3% |
| 3M | -61.0% | -1.7% | -59.2% | -61.4% |
| 6M | -66.3% | +3.1% | -69.3% | -65.8% |
| YTD | -50.3% | +11.9% | -62.2% | -46.8% |
| 1Y | -50.6% | +12.0% | -62.6% | -47.1% |
| 3Y | -39.3% | +78.2% | -117.4% | -1.9% |
| 5Y | -79.5% | +73.2% | -152.7% | -59.1% |
| All | -77.2% | +114.8% | -192.0% | -60.8% |
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