-47.6%
ODYS vs SPY
+117.9%
-165.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.2% |
| 30D | -14.9% | +0.1% | -15.0% | -14.9% |
| 3M | -12.9% | +2.0% | -14.9% | -12.2% |
| 6M | -28.9% | +13.0% | -41.9% | -23.4% |
| YTD | +14.2% | +13.5% | +0.7% | +23.5% |
| 1Y | -0.4% | +20.0% | -20.4% | +11.6% |
| 3Y | +30.0% | +77.2% | -47.2% | +106.8% |
| 5Y | -60.3% | +81.9% | -142.2% | -20.1% |
| All | -47.6% | +117.9% | -165.6% | -9.0% |
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