-9.8%
OXLC vs SPY
+651.6%
-661.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -23.5% | -2.7% | -20.8% | -20.9% |
| 30D | -40.4% | -5.4% | -35.0% | -37.0% |
| 3M | -42.6% | -4.1% | -38.5% | -40.0% |
| 6M | -44.1% | +0.7% | -44.8% | -43.9% |
| YTD | -56.3% | +8.7% | -64.9% | -58.8% |
| 1Y | -55.2% | +10.9% | -66.1% | -58.5% |
| 3Y | -58.2% | +75.0% | -133.2% | -73.6% |
| 5Y | -65.2% | +67.8% | -133.0% | -77.6% |
| 10Y | -32.2% | +312.9% | -345.1% | -76.2% |
| All | -9.8% | +651.6% | -661.4% | -72.4% |
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