-50.2%
OZ vs SPY
+75.1%
-125.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | -1.3% | -2.7% | +1.4% | -0.6% |
| 30D | -17.1% | -5.4% | -11.7% | -15.9% |
| 3M | -29.3% | -4.1% | -25.2% | -28.5% |
| 6M | -34.0% | +0.7% | -34.7% | -34.0% |
| YTD | -48.4% | +8.7% | -57.1% | -49.4% |
| 1Y | -46.8% | +10.9% | -57.6% | -48.0% |
| 3Y | -50.2% | +75.0% | -125.1% | -62.1% |
| All | -50.2% | +75.1% | -125.2% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling