-65.3%
OFLX vs SPY
+77.0%
-142.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.4% |
| 7D | -4.9% | -0.8% | -4.2% | -4.4% |
| 30D | -15.0% | -1.1% | -13.9% | -14.3% |
| 3M | -16.3% | +3.9% | -20.2% | -18.8% |
| 6M | -7.9% | +13.6% | -21.5% | -16.9% |
| YTD | -11.2% | +12.7% | -23.9% | -19.3% |
| 1Y | -22.3% | +17.5% | -39.8% | -31.7% |
| 3Y | -65.3% | +76.9% | -142.2% | -78.2% |
| All | -65.3% | +77.0% | -142.3% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling