-96.0%
OWLS vs SPY
+15.2%
-111.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -2.6% |
| 7D | -6.0% | -0.9% | -5.1% | -5.1% |
| 30D | -58.6% | -2.4% | -56.3% | -57.5% |
| 3M | -59.6% | -1.2% | -58.4% | -58.8% |
| 6M | -63.2% | +3.3% | -66.5% | -63.5% |
| YTD | -67.1% | +12.3% | -79.4% | -69.2% |
| 1Y | -75.6% | +12.4% | -88.1% | -76.8% |
| All | -96.0% | +15.2% | -111.2% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling