+69.4%
ONLN vs SPY
+206.8%
-137.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | -3.2% | -0.4% | -2.8% | -2.7% |
| 30D | -8.9% | -1.4% | -7.5% | -7.4% |
| 3M | +1.9% | +3.7% | -1.8% | -2.6% |
| 6M | +2.0% | +13.0% | -11.0% | -12.0% |
| YTD | -5.7% | +12.4% | -18.1% | -18.0% |
| 1Y | -7.7% | +18.5% | -26.2% | -24.5% |
| 3Y | +73.7% | +77.6% | -4.0% | -11.9% |
| 5Y | -19.8% | +81.7% | -101.5% | -59.0% |
| All | +69.4% | +206.8% | -137.4% | -49.5% |
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