-97.9%
OKUR vs SPY
+101.1%
-199.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.9% |
| 7D | -13.4% | -0.8% | -12.6% | -12.9% |
| 30D | -21.1% | -1.1% | -20.1% | -20.5% |
| 3M | -27.1% | +3.9% | -30.9% | -29.3% |
| 6M | -12.2% | +13.6% | -25.8% | -20.9% |
| YTD | +6.9% | +12.7% | -5.8% | -2.7% |
| 1Y | +27.0% | +17.5% | +9.5% | +12.2% |
| 3Y | -95.6% | +76.9% | -172.5% | -97.1% |
| 5Y | -96.4% | +83.6% | -180.0% | -97.6% |
| All | -97.9% | +101.1% | -199.1% | -98.6% |
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