-96.7%
OKLL vs SPY
+27.4%
-124.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | -4.2% |
| 7D | +25.8% | -0.9% | +26.7% | +43.3% |
| 30D | -44.1% | -2.4% | -41.7% | -28.1% |
| 3M | -77.2% | -1.2% | -76.1% | -72.8% |
| 6M | -93.8% | +3.3% | -97.1% | -94.1% |
| YTD | -95.3% | +12.3% | -107.6% | -97.1% |
| 1Y | -98.1% | +12.4% | -110.6% | -98.8% |
| All | -96.7% | +27.4% | -124.2% | -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 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