-99.8%
OLB vs SPY
+564.6%
-664.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.1% |
| 7D | -20.8% | -2.7% | -18.1% | -18.3% |
| 30D | -52.7% | -5.4% | -47.3% | -49.7% |
| 3M | -37.9% | -4.1% | -33.8% | -34.5% |
| 6M | -64.2% | +0.7% | -64.9% | -64.1% |
| YTD | -70.4% | +8.7% | -79.1% | -72.4% |
| 1Y | -81.6% | +10.9% | -92.5% | -83.1% |
| 3Y | -97.0% | +75.0% | -172.0% | -98.2% |
| 5Y | -99.7% | +67.8% | -167.5% | -99.8% |
| 10Y | -99.8% | +312.9% | -412.7% | -100.0% |
| All | -99.8% | +564.6% | -664.4% | -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