-96.1%
OWLS vs SPY
+14.3%
-110.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.1% |
| 7D | 0.0% | +2.6% | -2.6% | -2.9% |
| 30D | -57.3% | -2.0% | -55.3% | -56.0% |
| 3M | -59.5% | -2.8% | -56.7% | -58.1% |
| 6M | -62.3% | +2.1% | -64.5% | -62.2% |
| YTD | -67.4% | +11.5% | -78.9% | -69.2% |
| 1Y | -73.7% | +13.5% | -87.2% | -75.9% |
| All | -96.1% | +14.3% | -110.4% | -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