-99.5%
OFAL vs SPY
+30.3%
-129.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -2.6% |
| 7D | +7.8% | +2.6% | +5.2% | +3.5% |
| 30D | -31.3% | -2.0% | -29.3% | -28.4% |
| 3M | -84.8% | -2.8% | -82.0% | -83.9% |
| 6M | -96.6% | +2.1% | -98.7% | -96.5% |
| YTD | -96.2% | +11.5% | -107.7% | -96.5% |
| 1Y | -96.4% | +13.5% | -109.8% | -96.8% |
| All | -99.5% | +30.3% | -129.8% | -99.6% |
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