-99.7%
OLB vs SPY
+67.4%
-167.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.0% |
| 7D | -20.8% | -2.7% | -18.1% | -17.5% |
| 30D | -52.7% | -5.4% | -47.3% | -48.8% |
| 3M | -37.9% | -4.1% | -33.8% | -33.5% |
| 6M | -64.2% | +0.7% | -64.9% | -64.0% |
| YTD | -70.4% | +8.7% | -79.1% | -73.0% |
| 1Y | -81.6% | +10.9% | -92.5% | -83.5% |
| 3Y | -97.0% | +75.0% | -172.0% | -98.5% |
| All | -99.7% | +67.4% | -167.1% | -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