-96.1%
OWLS vs SPY
+11.5%
-107.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -11.0% | -2.7% | -8.3% | -8.1% |
| 30D | -59.9% | -5.4% | -54.5% | -57.1% |
| 3M | -59.3% | -4.1% | -55.2% | -56.9% |
| 6M | -63.8% | +0.7% | -64.6% | -62.8% |
| YTD | -67.4% | +8.7% | -76.0% | -68.3% |
| 1Y | -76.9% | +10.9% | -87.8% | -78.3% |
| All | -96.1% | +11.5% | -107.5% | -96.5% |
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