-99.5%
OLB vs SPY
+82.0%
-181.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -4.6% |
| 7D | -14.8% | +0.1% | -14.9% | -14.9% |
| 30D | -13.8% | +0.1% | -13.8% | -13.8% |
| 3M | -43.2% | +2.0% | -45.2% | -44.6% |
| 6M | -60.0% | +13.0% | -73.0% | -65.9% |
| YTD | -57.8% | +13.5% | -71.4% | -64.2% |
| 1Y | -75.5% | +20.0% | -95.4% | -80.5% |
| 3Y | -96.0% | +77.2% | -173.2% | -98.1% |
| All | -99.5% | +82.0% | -181.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling