-44.4%
OKYO vs SPY
+14.6%
-59.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -3.6% |
| 7D | -4.0% | -0.7% | -3.3% | -3.1% |
| 30D | -2.7% | -1.0% | -1.7% | -1.2% |
| 3M | -12.8% | -0.3% | -12.5% | -12.2% |
| 6M | -14.9% | +7.3% | -22.2% | -23.5% |
| YTD | -30.9% | +13.3% | -44.2% | -43.9% |
| 1Y | -44.4% | +14.8% | -59.1% | -56.6% |
| All | -44.4% | +14.6% | -59.0% | -56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling