-99.9%
OTLK vs SPY
+332.5%
-432.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.8% |
| 7D | +2.9% | -0.4% | +3.2% | +3.2% |
| 30D | -44.0% | -1.4% | -42.6% | -43.4% |
| 3M | -8.7% | +3.7% | -12.4% | -11.8% |
| 6M | +43.7% | +13.0% | +30.7% | +30.8% |
| YTD | -59.2% | +12.4% | -71.6% | -62.8% |
| 1Y | -30.5% | +18.5% | -49.0% | -39.0% |
| 3Y | -84.2% | +77.6% | -161.8% | -89.8% |
| 5Y | -98.7% | +81.7% | -180.4% | -99.2% |
| 10Y | -99.9% | +319.7% | -419.6% | -100.0% |
| All | -99.9% | +332.5% | -432.4% | -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 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