-5.7%
ONL vs SPY
+21.3%
-27.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -1.1% |
| 7D | -6.9% | +0.3% | -7.2% | -7.2% |
| 30D | -0.7% | +0.2% | -1.0% | -1.0% |
| 3M | -6.0% | +2.8% | -8.7% | -8.5% |
| 6M | +11.2% | +14.3% | -3.0% | -7.8% |
| YTD | +21.1% | +14.0% | +7.1% | +0.8% |
| All | -5.7% | +21.3% | -27.0% | -28.4% |
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 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