-66.9%
OZ vs SPY
+81.3%
-148.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -10.6% | -3.3% | -7.3% | -10.0% |
| 3M | -29.3% | -2.4% | -26.9% | -29.0% |
| 6M | -34.3% | +2.6% | -36.9% | -34.6% |
| YTD | -49.0% | +11.2% | -60.3% | -49.9% |
| 1Y | -47.4% | +13.4% | -60.8% | -48.5% |
| 3Y | -49.8% | +79.9% | -129.7% | -54.0% |
| 5Y | -66.9% | +72.2% | -139.1% | -70.0% |
| All | -66.9% | +81.3% | -148.2% | -70.0% |
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