+400.6%
OLN vs SPY
+3,027.0%
-2,626.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | -1.1% |
| 7D | -3.3% | +0.1% | -3.3% | -3.6% |
| 30D | +17.9% | -3.3% | +21.3% | +21.7% |
| 3M | -4.4% | -2.4% | -2.0% | -2.6% |
| 6M | -33.4% | +2.6% | -35.9% | -36.0% |
| YTD | -13.4% | +11.2% | -24.7% | -24.2% |
| 1Y | -6.2% | +13.4% | -19.5% | -19.6% |
| 3Y | -55.7% | +79.9% | -135.6% | -76.4% |
| 5Y | -68.3% | +72.2% | -140.5% | -82.2% |
| 10Y | -0.9% | +307.3% | -308.3% | -75.6% |
| All | +400.6% | +3,027.0% | -2,626.4% | -63.1% |
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