+8.7%
OXLCG vs SPY
+17.2%
-8.6%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +0.2% | -2.0% | +2.2% | +0.4% |
| 30D | +0.8% | -1.7% | +2.5% | +0.9% |
| 3M | +2.0% | +4.7% | -2.7% | +1.6% |
| 6M | +4.5% | +12.5% | -8.0% | +3.4% |
| YTD | +4.0% | +11.7% | -7.7% | +3.0% |
| 1Y | +8.7% | +17.5% | -8.8% | +6.6% |
| All | +8.7% | +17.2% | -8.6% | +6.6% |
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