-57.3%
OLED vs SPY
+81.8%
-139.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | -0.1% | +0.5% | -0.7% | -1.0% |
| 30D | -9.7% | -0.9% | -8.8% | -8.4% |
| 3M | -6.8% | +3.9% | -10.7% | -12.1% |
| 6M | -14.3% | +14.5% | -28.8% | -31.0% |
| YTD | -28.8% | +12.9% | -41.7% | -41.3% |
| 1Y | -42.4% | +19.4% | -61.7% | -56.5% |
| 3Y | -46.2% | +78.5% | -124.6% | -77.8% |
| 5Y | -57.3% | +81.8% | -139.0% | -81.9% |
| All | -57.3% | +81.8% | -139.0% | -81.9% |
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