-54.4%
OZ vs SPY
+78.1%
-132.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | -8.6% | +2.6% | -11.2% | -9.2% |
| 30D | -18.3% | -2.0% | -16.3% | -17.8% |
| 3M | -34.9% | -2.8% | -32.1% | -34.5% |
| 6M | -38.8% | +2.1% | -40.9% | -39.1% |
| YTD | -52.8% | +11.5% | -64.3% | -54.0% |
| 1Y | -49.7% | +13.5% | -63.2% | -51.1% |
| 3Y | -54.4% | +77.7% | -132.1% | -64.7% |
| All | -54.4% | +78.1% | -132.5% | -64.7% |
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