-68.5%
OZ vs SPY
+80.6%
-149.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.5% | -4.8% |
| 7D | -5.8% | -0.6% | -5.2% | -5.7% |
| 30D | -14.9% | -3.7% | -11.2% | -14.3% |
| 3M | -33.4% | -2.7% | -30.6% | -33.1% |
| 6M | -37.5% | +2.2% | -39.6% | -37.7% |
| YTD | -51.5% | +10.8% | -62.3% | -52.3% |
| 1Y | -49.1% | +11.2% | -60.3% | -50.0% |
| 3Y | -53.6% | +76.5% | -130.1% | -57.4% |
| 5Y | -68.5% | +72.9% | -141.4% | -71.4% |
| All | -68.5% | +80.6% | -149.1% | -71.4% |
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 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