-44.1%
OLLI vs SPY
+18.1%
-62.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.6% |
| 7D | -3.9% | -0.8% | -3.2% | -3.3% |
| 30D | -6.0% | -1.1% | -4.9% | -5.2% |
| 3M | -12.1% | +3.9% | -15.9% | -14.5% |
| 6M | -28.8% | +13.6% | -42.4% | -35.4% |
| YTD | -32.9% | +12.7% | -45.6% | -38.8% |
| 1Y | -44.1% | +17.5% | -61.6% | -51.2% |
| All | -44.1% | +18.1% | -62.2% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling