-99.8%
OLB vs SPY
+594.4%
-694.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -4.7% |
| 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% | -44.3% |
| 6M | -60.0% | +13.0% | -73.0% | -64.6% |
| YTD | -57.8% | +13.5% | -71.4% | -62.7% |
| 1Y | -75.5% | +20.0% | -95.4% | -79.4% |
| 3Y | -96.0% | +77.2% | -173.2% | -97.7% |
| 5Y | -99.5% | +81.9% | -181.4% | -99.7% |
| 10Y | -99.1% | +314.1% | -413.2% | -99.8% |
| All | -99.8% | +594.4% | -694.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling