-69.3%
OZ vs SPY
+72.1%
-141.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | -8.6% | +2.6% | -11.2% | -9.0% |
| 30D | -18.3% | -2.0% | -16.3% | -18.0% |
| 3M | -34.9% | -2.8% | -32.1% | -34.6% |
| 6M | -38.8% | +2.1% | -40.9% | -39.0% |
| YTD | -52.8% | +11.5% | -64.3% | -53.7% |
| 1Y | -49.7% | +13.5% | -63.2% | -50.8% |
| 3Y | -54.4% | +77.7% | -132.1% | -58.2% |
| All | -69.3% | +72.1% | -141.5% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling