+1,783.7%
OLED vs SPY
+1,924.8%
-141.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.2% |
| 7D | +3.2% | +3.3% | -0.1% | -1.4% |
| 30D | +18.8% | -2.7% | +21.5% | +22.9% |
| 3M | -1.7% | -1.7% | +0.1% | +0.5% |
| 6M | -1.3% | +3.1% | -4.4% | -5.2% |
| YTD | -21.7% | +11.9% | -33.6% | -32.9% |
| 1Y | -24.1% | +12.0% | -36.1% | -35.0% |
| 3Y | -39.8% | +78.2% | -118.0% | -71.6% |
| 5Y | -44.7% | +73.2% | -117.9% | -71.8% |
| 10Y | +53.6% | +309.6% | -256.0% | -73.8% |
| All | +1,783.7% | +1,924.8% | -141.1% | +12.1% |
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