-18.2%
ONLN vs SPY
+82.3%
-100.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | -0.1% |
| 7D | -2.3% | -0.8% | -1.6% | -1.2% |
| 30D | -6.2% | -1.1% | -5.1% | -4.7% |
| 3M | +3.2% | +3.9% | -0.7% | -2.5% |
| 6M | +3.5% | +13.6% | -10.1% | -14.3% |
| YTD | -4.9% | +12.7% | -17.6% | -20.2% |
| 1Y | -6.8% | +17.5% | -24.3% | -26.4% |
| 3Y | +72.8% | +76.9% | -4.1% | -28.3% |
| All | -18.2% | +82.3% | -100.5% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling