+1,614.4%
OLED vs SPY
+1,954.7%
-340.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | -4.2% | +0.1% | -4.2% | -4.3% |
| 3M | -8.2% | +2.0% | -10.2% | -10.4% |
| 6M | -18.0% | +13.0% | -31.0% | -30.7% |
| YTD | -28.7% | +13.5% | -42.3% | -40.1% |
| 1Y | -42.1% | +20.0% | -62.0% | -54.8% |
| 3Y | -48.0% | +77.2% | -125.1% | -75.2% |
| 5Y | -58.5% | +81.9% | -140.3% | -80.1% |
| 10Y | +53.0% | +314.1% | -261.1% | -74.2% |
| All | +1,614.4% | +1,954.7% | -340.3% | +0.1% |
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