-98.8%
OLOX vs SPY
+18.8%
-117.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.0% |
| 7D | -13.4% | -0.4% | -13.1% | -13.6% |
| 30D | -72.9% | -1.4% | -71.5% | -73.2% |
| 3M | -88.7% | +3.7% | -92.4% | -88.3% |
| 6M | -94.6% | +13.0% | -107.6% | -93.6% |
| YTD | -95.3% | +12.4% | -107.7% | -94.8% |
| 1Y | -98.8% | +18.5% | -117.4% | -98.6% |
| All | -98.8% | +18.8% | -117.6% | -98.6% |
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