-96.9%
OTLY vs SPY
+97.5%
-194.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.3% |
| 7D | -12.6% | -2.0% | -10.6% | -9.8% |
| 30D | -3.9% | -1.7% | -2.2% | -1.5% |
| 3M | +51.9% | +4.7% | +47.1% | +39.8% |
| 6M | +16.1% | +12.5% | +3.6% | -4.8% |
| YTD | +17.2% | +11.7% | +5.5% | -1.9% |
| 1Y | -26.0% | +17.5% | -43.5% | -42.9% |
| 3Y | -44.1% | +76.6% | -120.6% | -79.5% |
| 5Y | -96.4% | +82.0% | -178.4% | -98.6% |
| All | -96.9% | +97.5% | -194.4% | -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 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