-96.3%
OWLT vs SPY
+138.5%
-234.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -9.5% | +0.1% | -9.5% | -9.4% |
| 3M | -2.5% | +2.0% | -4.5% | -4.5% |
| 6M | -58.1% | +13.0% | -71.1% | -62.9% |
| YTD | -69.2% | +13.5% | -82.8% | -72.9% |
| 1Y | -31.8% | +20.0% | -51.7% | -43.0% |
| 3Y | +45.2% | +77.2% | -32.0% | -18.6% |
| 5Y | -94.5% | +81.9% | -176.4% | -97.1% |
| All | -96.3% | +138.5% | -234.9% | -98.1% |
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 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