-97.1%
OKLL vs SPY
+27.0%
-124.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.4% | -10.8% | -8.4% |
| 7D | +50.6% | +3.3% | +47.4% | +22.5% |
| 30D | -48.7% | -2.7% | -46.0% | -32.2% |
| 3M | -77.9% | -1.7% | -76.2% | -72.2% |
| 6M | -93.7% | +3.1% | -96.8% | -93.9% |
| YTD | -95.8% | +11.9% | -107.7% | -97.3% |
| 1Y | -98.5% | +12.0% | -110.5% | -99.0% |
| All | -97.1% | +27.0% | -124.1% | -99.0% |
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