+19.5%
OLN vs SPY
+312.5%
-293.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.8% |
| 7D | -1.1% | -0.4% | -0.8% | -0.8% |
| 30D | -6.2% | -1.4% | -4.8% | -4.5% |
| 3M | -27.9% | +3.7% | -31.6% | -32.0% |
| 6M | -25.3% | +13.0% | -38.3% | -37.8% |
| YTD | -13.9% | +12.4% | -26.3% | -27.6% |
| 1Y | -28.6% | +18.5% | -47.2% | -44.0% |
| 3Y | -62.4% | +77.6% | -140.0% | -82.7% |
| 5Y | -59.0% | +81.7% | -140.7% | -81.6% |
| 10Y | +19.5% | +319.7% | -300.1% | -84.9% |
| All | +19.5% | +312.5% | -293.0% | -84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling