-98.3%
OKLL vs SPY
+12.3%
-110.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.6% | +2.4% | +25.2% | +9.2% |
| 7D | +20.1% | +0.1% | +20.0% | +22.0% |
| 30D | -47.6% | -3.3% | -44.3% | -27.3% |
| 3M | -76.9% | -2.4% | -74.5% | -69.7% |
| 6M | -92.2% | +2.6% | -94.7% | -92.3% |
| YTD | -94.9% | +11.2% | -106.1% | -96.8% |
| All | -98.3% | +12.3% | -110.6% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling