+18.5%
OKLS vs SPY
+16.1%
+2.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -2.6% |
| 7D | 0.0% | +0.1% | -0.1% | +0.3% |
| 30D | -35.7% | +3.6% | -39.3% | -15.7% |
| 3M | +30.9% | +2.0% | +28.9% | +65.0% |
| 6M | +65.4% | +13.0% | +52.4% | +264.7% |
| YTD | +11.8% | +13.5% | -1.7% | +210.8% |
| All | +18.5% | +16.1% | +2.4% | +322.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling