+7,880.4%
OZK vs SPY
+1,240.8%
+6,639.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | -5.6% | -1.4% | -4.2% | -4.5% |
| 3M | -3.1% | +3.7% | -6.8% | -6.1% |
| 6M | +10.9% | +13.0% | -2.1% | +0.1% |
| YTD | +8.9% | +12.4% | -3.5% | -1.3% |
| 1Y | -2.7% | +18.5% | -21.3% | -15.6% |
| 3Y | +41.5% | +77.6% | -36.1% | -10.3% |
| 5Y | +41.5% | +81.7% | -40.2% | -11.0% |
| 10Y | +72.2% | +319.7% | -247.5% | -38.4% |
| All | +7,880.4% | +1,240.8% | +6,639.7% | +1,423.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling