-52.2%
OZ vs SPY
+82.0%
-134.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -0.6% | -2.0% | +1.4% | -0.2% |
| 30D | -0.2% | -1.7% | +1.5% | +0.1% |
| 3M | +3.1% | +4.7% | -1.7% | +2.3% |
| 6M | -8.1% | +12.5% | -20.6% | -9.9% |
| YTD | -26.3% | +11.7% | -38.0% | -27.7% |
| 1Y | -25.0% | +17.5% | -42.5% | -27.0% |
| 3Y | -46.7% | +76.6% | -123.3% | -51.1% |
| All | -52.2% | +82.0% | -134.2% | -56.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling