-96.6%
OKUR vs SPY
+82.3%
-178.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.8% |
| 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% | -29.2% |
| 6M | -12.2% | +13.6% | -25.8% | -20.4% |
| YTD | +6.9% | +12.7% | -5.8% | -2.3% |
| 1Y | +27.0% | +17.5% | +9.5% | +12.9% |
| 3Y | -95.6% | +76.9% | -172.5% | -97.0% |
| All | -96.6% | +82.3% | -178.9% | -97.6% |
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 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