-82.1%
ONL vs SPY
+73.0%
-155.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.3% |
| 7D | -4.5% | -2.0% | -2.5% | -2.5% |
| 30D | -7.2% | -1.7% | -5.6% | -5.6% |
| 3M | -7.6% | +4.7% | -12.3% | -12.1% |
| 6M | +6.3% | +12.5% | -6.2% | -5.7% |
| YTD | +15.7% | +11.7% | +3.9% | +3.4% |
| 1Y | -9.3% | +17.5% | -26.8% | -23.1% |
| 3Y | -42.8% | +76.6% | -119.4% | -66.4% |
| All | -82.1% | +73.0% | -155.1% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling