-28.6%
OWLT vs SPY
+79.4%
-107.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.3% | +4.7% | +4.2% |
| 7D | +1.5% | -0.9% | +2.5% | +3.0% |
| 30D | -0.4% | -2.4% | +1.9% | +3.3% |
| 3M | -15.4% | -1.2% | -14.3% | -13.6% |
| 6M | -24.8% | +3.3% | -28.1% | -27.5% |
| YTD | -71.6% | +12.3% | -83.9% | -75.0% |
| 1Y | -53.2% | +12.4% | -65.7% | -58.9% |
| All | -28.6% | +79.4% | -107.9% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling