-100.0%
OLOX vs SPY
+67.4%
-167.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | -10.9% | -2.7% | -8.2% | -8.4% |
| 30D | -30.4% | -5.4% | -25.0% | -26.1% |
| 3M | -79.4% | -4.1% | -75.3% | -78.4% |
| 6M | -84.9% | +0.7% | -85.6% | -84.8% |
| YTD | -96.3% | +8.7% | -105.0% | -96.6% |
| 1Y | -96.8% | +10.9% | -107.6% | -97.0% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| All | -100.0% | +67.4% | -167.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling