+395.2%
OLN vs SPY
+3,091.8%
-2,696.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.8% |
| 7D | +1.3% | +0.1% | +1.2% | +1.1% |
| 30D | -6.1% | +0.1% | -6.2% | -6.3% |
| 3M | -29.5% | +2.0% | -31.5% | -31.5% |
| 6M | -27.7% | +13.0% | -40.7% | -37.5% |
| YTD | -14.4% | +13.5% | -27.9% | -26.2% |
| 1Y | -25.2% | +20.0% | -45.2% | -39.1% |
| 3Y | -63.7% | +77.2% | -140.9% | -80.2% |
| 5Y | -60.0% | +81.9% | -141.9% | -78.6% |
| 10Y | +3.7% | +314.1% | -310.4% | -74.7% |
| All | +395.2% | +3,091.8% | -2,696.6% | -64.1% |
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