-16.5%
OFLX vs SPY
+322.5%
-338.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.5% |
| 7D | -4.9% | -0.8% | -4.2% | -4.2% |
| 30D | -15.0% | -1.1% | -13.9% | -14.1% |
| 3M | -16.3% | +3.9% | -20.2% | -19.4% |
| 6M | -7.9% | +13.6% | -21.5% | -18.9% |
| YTD | -11.2% | +12.7% | -23.9% | -21.0% |
| 1Y | -22.3% | +17.5% | -39.8% | -33.7% |
| 3Y | -65.3% | +76.9% | -142.2% | -80.5% |
| 5Y | -80.1% | +83.6% | -163.7% | -89.3% |
| All | -16.5% | +322.5% | -338.9% | -81.3% |
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