-6.9%
OXLC vs SPY
+669.4%
-676.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +1.3% |
| 7D | -21.8% | +0.1% | -21.9% | -21.1% |
| 30D | -39.2% | -3.3% | -35.9% | -36.9% |
| 3M | -41.0% | -2.4% | -38.5% | -39.2% |
| 6M | -43.1% | +2.6% | -45.7% | -43.8% |
| YTD | -54.8% | +11.2% | -66.1% | -58.3% |
| 1Y | -53.8% | +13.4% | -67.1% | -57.9% |
| 3Y | -56.8% | +79.9% | -136.7% | -73.3% |
| 5Y | -63.6% | +72.2% | -135.8% | -77.1% |
| 10Y | -31.6% | +307.3% | -338.9% | -76.1% |
| All | -6.9% | +669.4% | -676.3% | -72.0% |
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