-35.5%
OKYO vs SPY
+18.1%
-53.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -3.5% |
| 7D | -10.8% | -0.8% | -10.1% | -9.7% |
| 30D | -7.0% | -1.1% | -5.9% | -5.4% |
| 3M | -9.7% | +3.9% | -13.5% | -16.0% |
| 6M | -18.1% | +13.6% | -31.7% | -36.0% |
| YTD | -32.4% | +12.7% | -45.0% | -47.1% |
| 1Y | -35.5% | +17.5% | -53.0% | -54.3% |
| All | -35.5% | +18.1% | -53.6% | -54.3% |
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