-100.0%
OLOX vs SPY
+262.7%
-362.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | -20.9% | +0.5% | -21.5% | -21.3% |
| 30D | -72.8% | -0.9% | -71.9% | -72.7% |
| 3M | -89.1% | +3.9% | -93.0% | -89.3% |
| 6M | -92.9% | +14.5% | -107.4% | -93.5% |
| YTD | -95.4% | +12.9% | -108.3% | -95.7% |
| 1Y | -98.9% | +19.4% | -118.2% | -99.0% |
| 3Y | -100.0% | +78.5% | -178.4% | -100.0% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| All | -100.0% | +262.7% | -362.7% | -100.0% |
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