-50.2%
OZ vs SPY
+13.0%
-63.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | -10.0% | -0.9% | -9.0% | -9.6% |
| 30D | -18.6% | -2.4% | -16.2% | -18.0% |
| 3M | -35.4% | -1.2% | -34.3% | -35.2% |
| 6M | -38.4% | +3.3% | -41.7% | -38.9% |
| YTD | -52.3% | +12.3% | -64.6% | -54.2% |
| 1Y | -50.2% | +12.4% | -62.6% | -52.0% |
| All | -50.2% | +13.0% | -63.1% | -52.0% |
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 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