+4,302.2%
OLP vs SPY
+3,056.6%
+1,245.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.7% |
| 7D | -3.2% | -0.9% | -2.3% | -2.5% |
| 30D | -4.2% | -2.4% | -1.8% | -2.5% |
| 3M | -8.2% | -1.2% | -7.0% | -7.5% |
| 6M | -6.5% | +3.3% | -9.7% | -9.2% |
| YTD | +11.0% | +12.3% | -1.3% | +0.7% |
| 1Y | +11.2% | +12.4% | -1.2% | +0.7% |
| 3Y | +41.4% | +78.8% | -37.4% | -11.9% |
| 5Y | -8.2% | +75.2% | -83.4% | -42.3% |
| 10Y | +86.8% | +311.1% | -224.3% | -36.8% |
| All | +4,302.2% | +3,056.6% | +1,245.6% | +829.5% |
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