-99.0%
OLOX vs SPY
+20.8%
-119.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.5% |
| 7D | -21.6% | +0.1% | -21.7% | -21.2% |
| 30D | -81.8% | +0.1% | -81.8% | -81.7% |
| 3M | -89.1% | +2.0% | -91.1% | -89.2% |
| 6M | -90.5% | +13.0% | -103.5% | -89.1% |
| YTD | -95.5% | +13.5% | -109.0% | -94.9% |
| 1Y | -99.0% | +20.0% | -119.0% | -98.9% |
| All | -99.0% | +20.8% | -119.8% | -98.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling