-54.3%
OXLC vs SPY
+11.8%
-66.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +2.7% | +3.3% | -0.6% | -1.2% |
| 30D | -38.2% | -2.7% | -35.5% | -35.8% |
| 3M | -43.5% | -1.7% | -41.8% | -41.6% |
| 6M | -43.1% | +3.1% | -46.2% | -43.1% |
| YTD | -55.3% | +11.9% | -67.2% | -58.2% |
| 1Y | -54.3% | +12.0% | -66.3% | -57.3% |
| All | -54.3% | +11.8% | -66.0% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling