-98.3%
OFAL vs SPY
+32.7%
-131.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -0.4% | +15.3% | +15.3% |
| 7D | -3.3% | +0.1% | -3.5% | -3.4% |
| 30D | -2.0% | +0.1% | -2.1% | -1.6% |
| 3M | -67.2% | +2.0% | -69.2% | -67.4% |
| 6M | -82.7% | +13.0% | -95.7% | -84.8% |
| YTD | -88.1% | +13.5% | -101.6% | -89.6% |
| 1Y | -93.6% | +20.0% | -113.6% | -94.9% |
| All | -98.3% | +32.7% | -131.1% | -98.9% |
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