+8.8%
OLP vs SPY
+82.8%
-74.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +0.4% | +0.1% | +0.4% | +0.4% |
| 3M | +2.9% | +2.0% | +1.0% | +1.4% |
| 6M | +4.1% | +13.0% | -8.9% | -4.3% |
| YTD | +22.6% | +13.5% | +9.0% | +12.2% |
| 1Y | +10.1% | +20.0% | -9.9% | -3.3% |
| 3Y | +54.5% | +77.2% | -22.7% | +0.1% |
| All | +8.8% | +82.8% | -74.0% | -30.4% |
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