+69.1%
OXLC vs SPY
+685.3%
-616.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +8.3% | +0.1% | +8.2% | +8.3% |
| 3M | +4.7% | +2.0% | +2.7% | +2.9% |
| 6M | +36.2% | +13.0% | +23.2% | +23.2% |
| YTD | -18.0% | +13.5% | -31.5% | -26.1% |
| 1Y | -27.1% | +20.0% | -47.0% | -37.2% |
| 3Y | -21.6% | +77.2% | -98.8% | -51.5% |
| 5Y | -26.1% | +81.9% | -108.0% | -56.2% |
| 10Y | +19.9% | +314.1% | -294.2% | -59.1% |
| All | +69.1% | +685.3% | -616.2% | -50.5% |
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