+4,760.7%
OLP vs SPY
+3,091.8%
+1,669.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.1% |
| 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% | +1.0% |
| 6M | +4.1% | +13.0% | -8.9% | -5.8% |
| YTD | +22.6% | +13.5% | +9.0% | +10.4% |
| 1Y | +10.1% | +20.0% | -9.9% | -5.3% |
| 3Y | +54.5% | +77.2% | -22.7% | -2.9% |
| 5Y | +8.8% | +81.9% | -73.1% | -33.5% |
| 10Y | +101.9% | +314.1% | -212.2% | -31.9% |
| All | +4,760.7% | +3,091.8% | +1,669.0% | +918.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling