-99.9%
OTLK vs SPY
+322.5%
-422.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.8% |
| 7D | -1.0% | -0.8% | -0.3% | -0.5% |
| 30D | -40.0% | -1.1% | -38.9% | -39.5% |
| 3M | -40.0% | +3.9% | -43.9% | -42.1% |
| 6M | +52.1% | +13.6% | +38.5% | +37.7% |
| YTD | -58.2% | +12.7% | -70.9% | -61.9% |
| 1Y | -39.4% | +17.5% | -57.0% | -46.6% |
| 3Y | -84.4% | +76.9% | -161.3% | -89.9% |
| 5Y | -98.7% | +83.6% | -182.3% | -99.2% |
| All | -99.9% | +322.5% | -422.4% | -100.0% |
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 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