-69.9%
OZ vs SPY
+82.3%
-152.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | -7.6% | +3.3% | -10.9% | -8.1% |
| 30D | -20.7% | -2.7% | -18.0% | -20.4% |
| 3M | -35.9% | -1.7% | -34.1% | -35.7% |
| 6M | -39.9% | +3.1% | -43.0% | -40.2% |
| YTD | -53.7% | +11.9% | -65.5% | -54.5% |
| 1Y | -51.8% | +12.0% | -63.8% | -52.7% |
| 3Y | -55.6% | +78.2% | -133.8% | -59.3% |
| 5Y | -69.9% | +73.2% | -143.1% | -72.7% |
| All | -69.9% | +82.3% | -152.2% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling