+54.4%
OLED vs SPY
+306.4%
-251.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +1.0% |
| 7D | +1.1% | -0.6% | +1.7% | +1.7% |
| 30D | +20.6% | -3.7% | +24.3% | +27.1% |
| 3M | +0.5% | -2.7% | +3.2% | +4.5% |
| 6M | -0.3% | +2.2% | -2.5% | -3.4% |
| YTD | -21.3% | +10.8% | -32.1% | -32.6% |
| 1Y | -22.8% | +11.2% | -34.1% | -34.3% |
| 3Y | -39.5% | +76.5% | -116.0% | -73.1% |
| 5Y | -42.8% | +72.9% | -115.7% | -72.8% |
| All | +54.4% | +306.4% | -251.9% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling