-61.3%
OKYO vs SPY
+99.2%
-160.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.6% |
| 7D | -10.8% | -0.8% | -10.1% | -10.4% |
| 30D | -7.0% | -1.1% | -5.9% | -6.4% |
| 3M | -9.7% | +3.9% | -13.5% | -11.7% |
| 6M | -18.1% | +13.6% | -31.7% | -23.6% |
| YTD | -32.4% | +12.7% | -45.0% | -36.7% |
| 1Y | -35.5% | +17.5% | -53.0% | -40.4% |
| 3Y | -27.1% | +76.9% | -104.0% | -43.3% |
| All | -61.3% | +99.2% | -160.5% | -69.7% |
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