-81.8%
ONL vs SPY
+73.3%
-155.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.2% |
| 7D | +10.2% | +3.3% | +6.9% | +6.7% |
| 30D | +23.3% | -2.7% | +26.0% | +26.8% |
| 3M | -7.7% | -1.7% | -6.0% | -6.1% |
| 6M | -10.0% | +3.1% | -13.1% | -12.9% |
| YTD | +17.5% | +11.9% | +5.6% | +4.9% |
| 1Y | +9.8% | +12.0% | -2.2% | -2.2% |
| 3Y | -37.4% | +78.2% | -115.6% | -63.6% |
| All | -81.8% | +73.3% | -155.0% | -89.0% |
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