-97.2%
OKLL vs SPY
+26.5%
-123.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -1.8% |
| 7D | -0.6% | +2.6% | -3.2% | -15.4% |
| 30D | -40.8% | -2.0% | -38.8% | -27.0% |
| 3M | -80.2% | -2.8% | -77.4% | -72.9% |
| 6M | -93.3% | +2.1% | -95.4% | -93.0% |
| YTD | -96.0% | +11.5% | -107.5% | -97.4% |
| 1Y | -98.3% | +13.5% | -111.8% | -99.0% |
| All | -97.2% | +26.5% | -123.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling