-99.1%
OLB vs SPY
+311.3%
-410.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +5.1% |
| 7D | -6.3% | +0.5% | -6.9% | -6.8% |
| 30D | -10.7% | -0.9% | -9.7% | -10.0% |
| 3M | -39.3% | +3.9% | -43.1% | -41.1% |
| 6M | -56.3% | +14.5% | -70.8% | -61.1% |
| YTD | -55.9% | +12.9% | -68.8% | -60.2% |
| 1Y | -76.6% | +19.4% | -96.0% | -79.8% |
| 3Y | -95.7% | +78.5% | -174.1% | -97.3% |
| 5Y | -99.5% | +81.8% | -181.2% | -99.7% |
| 10Y | -99.1% | +311.5% | -410.6% | -99.9% |
| All | -99.1% | +311.3% | -410.4% | -99.9% |
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