-3.3%
OLN vs SPY
+311.8%
-315.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +0.5% |
| 7D | -1.1% | -0.9% | -0.1% | -0.2% |
| 30D | +21.6% | -2.4% | +24.0% | +24.6% |
| 3M | -5.2% | -1.2% | -4.0% | -4.6% |
| 6M | -35.9% | +3.3% | -39.2% | -39.7% |
| YTD | -11.8% | +12.3% | -24.1% | -26.3% |
| 1Y | -5.4% | +12.4% | -17.8% | -21.1% |
| 3Y | -55.8% | +78.8% | -134.6% | -79.9% |
| 5Y | -67.8% | +75.2% | -143.0% | -84.9% |
| 10Y | -3.3% | +311.1% | -314.4% | -85.9% |
| All | -3.3% | +311.8% | -315.0% | -85.9% |
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