+348.0%
OLLI vs SPY
+328.1%
+19.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +4.8% | +2.6% | +2.2% | +2.4% |
| 30D | +1.8% | -2.0% | +3.7% | +3.6% |
| 3M | +22.0% | -2.8% | +24.8% | +25.1% |
| 6M | +27.7% | +2.1% | +25.5% | +24.9% |
| YTD | -13.5% | +11.5% | -25.0% | -22.2% |
| 1Y | -25.0% | +13.5% | -38.4% | -33.7% |
| 3Y | +19.6% | +77.7% | -58.1% | -32.0% |
| 5Y | +45.4% | +72.6% | -27.2% | -14.6% |
| 10Y | +220.1% | +308.2% | -88.0% | -15.5% |
| All | +348.0% | +328.1% | +19.9% | +6.8% |
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