-82.5%
OLB vs SPY
+11.8%
-94.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -1.7% |
| 7D | +3.6% | +3.3% | +0.3% | -2.8% |
| 30D | -64.7% | -2.7% | -62.0% | -62.4% |
| 3M | -40.0% | -1.7% | -38.2% | -36.8% |
| 6M | -59.4% | +3.1% | -62.4% | -60.0% |
| YTD | -71.0% | +11.9% | -82.9% | -74.2% |
| 1Y | -82.5% | +12.0% | -94.5% | -84.4% |
| All | -82.5% | +11.8% | -94.3% | -84.4% |
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