-97.1%
OLB vs SPY
+78.1%
-175.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.0% |
| 7D | -5.2% | +2.6% | -7.8% | -8.5% |
| 30D | -59.2% | -2.0% | -57.2% | -57.8% |
| 3M | -44.4% | -2.8% | -41.6% | -41.6% |
| 6M | -59.6% | +2.1% | -61.8% | -60.1% |
| YTD | -72.0% | +11.5% | -83.5% | -75.1% |
| 1Y | -84.1% | +13.5% | -97.5% | -86.1% |
| 3Y | -97.1% | +77.7% | -174.8% | -98.7% |
| All | -97.1% | +78.1% | -175.2% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling