-97.7%
OKUR vs SPY
+100.6%
-198.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -4.5% | -0.4% | -4.2% | -4.2% |
| 30D | -16.7% | -1.4% | -15.4% | -15.8% |
| 3M | -20.5% | +3.7% | -24.2% | -22.8% |
| 6M | -0.6% | +13.0% | -13.6% | -10.0% |
| YTD | +16.6% | +12.4% | +4.2% | +6.3% |
| 1Y | +31.5% | +18.5% | +13.0% | +15.4% |
| 3Y | -95.2% | +77.6% | -172.9% | -96.9% |
| 5Y | -96.5% | +81.7% | -178.2% | -97.6% |
| All | -97.7% | +100.6% | -198.4% | -98.5% |
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