-96.9%
OTLY vs SPY
+99.2%
-196.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.1% |
| 7D | -9.7% | -0.8% | -9.0% | -8.6% |
| 30D | -3.3% | -1.1% | -2.3% | -1.8% |
| 3M | +54.8% | +3.9% | +50.9% | +44.6% |
| 6M | +19.3% | +13.6% | +5.7% | -3.6% |
| YTD | +18.9% | +12.7% | +6.2% | -1.7% |
| 1Y | -27.0% | +17.5% | -44.5% | -43.6% |
| 3Y | -37.7% | +76.9% | -114.6% | -77.1% |
| 5Y | -96.4% | +83.6% | -179.9% | -98.6% |
| All | -96.9% | +99.2% | -196.1% | -98.7% |
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