-75.4%
OWLS vs SPY
+11.9%
-87.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -0.4% | -11.0% | -10.9% |
| 7D | -2.6% | -0.6% | -2.0% | -1.8% |
| 30D | -58.6% | -3.7% | -54.9% | -56.8% |
| 3M | -59.3% | -2.7% | -56.6% | -57.9% |
| 6M | -62.8% | +2.2% | -65.0% | -62.2% |
| YTD | -66.8% | +10.8% | -77.6% | -67.2% |
| 1Y | -75.4% | +11.2% | -86.7% | -75.6% |
| All | -75.4% | +11.9% | -87.3% | -75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling