-99.9%
OLB vs SPY
+304.1%
-404.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -1.7% | -0.6% | -1.1% | -1.0% |
| 30D | -65.0% | -3.7% | -61.3% | -63.7% |
| 3M | -44.0% | -2.7% | -41.3% | -42.2% |
| 6M | -64.2% | +2.2% | -66.4% | -64.5% |
| YTD | -72.0% | +10.8% | -82.9% | -74.0% |
| 1Y | -83.5% | +11.2% | -94.7% | -84.7% |
| 3Y | -97.2% | +76.5% | -173.6% | -98.1% |
| 5Y | -99.7% | +72.9% | -172.7% | -99.8% |
| 10Y | -99.9% | +304.8% | -404.7% | -100.0% |
| All | -99.9% | +304.1% | -404.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling