-35.6%
OXLC vs SPY
+307.0%
-342.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +2.4% | +2.6% | -0.2% | -0.1% |
| 30D | -37.2% | -2.0% | -35.2% | -35.2% |
| 3M | -44.6% | -2.8% | -41.8% | -42.5% |
| 6M | -43.2% | +2.1% | -45.3% | -43.8% |
| YTD | -55.2% | +11.5% | -66.7% | -59.3% |
| 1Y | -53.4% | +13.5% | -66.9% | -58.5% |
| 3Y | -57.7% | +77.7% | -135.4% | -76.3% |
| 5Y | -63.8% | +72.6% | -136.4% | -79.6% |
| All | -35.6% | +307.0% | -342.6% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling