-94.2%
OWLT vs SPY
+81.0%
-175.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.8% |
| 7D | -4.0% | -0.4% | -3.6% | -3.5% |
| 30D | -10.3% | -1.4% | -9.0% | -8.6% |
| 3M | +3.4% | +3.7% | -0.3% | -1.2% |
| 6M | -22.9% | +13.0% | -35.9% | -33.0% |
| YTD | -70.0% | +12.4% | -82.4% | -73.5% |
| 1Y | -31.8% | +18.5% | -50.4% | -43.2% |
| 3Y | +38.1% | +77.6% | -39.6% | -28.1% |
| 5Y | -94.2% | +81.7% | -175.9% | -97.1% |
| All | -94.2% | +81.0% | -175.2% | -97.1% |
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