-97.5%
OWLT vs SPY
+134.2%
-231.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.5% | -0.4% | -25.2% | -25.1% |
| 7D | -17.5% | +2.6% | -20.1% | -19.7% |
| 30D | -22.0% | -2.0% | -20.0% | -19.7% |
| 3M | -45.1% | -2.8% | -42.4% | -42.9% |
| 6M | -38.8% | +2.1% | -40.9% | -39.7% |
| YTD | -78.8% | +11.5% | -90.2% | -80.7% |
| 1Y | -66.1% | +13.5% | -79.6% | -69.9% |
| 3Y | -46.6% | +77.7% | -124.3% | -69.8% |
| 5Y | -95.1% | +72.6% | -167.7% | -97.3% |
| All | -97.5% | +134.2% | -231.7% | -98.7% |
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