+179.0%
OC vs SPY
+311.3%
-132.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.4% |
| 7D | -2.6% | +0.5% | -3.2% | -3.3% |
| 30D | -17.1% | -0.9% | -16.2% | -16.1% |
| 3M | +9.9% | +3.9% | +6.0% | +5.3% |
| 6M | +20.2% | +14.5% | +5.6% | +2.3% |
| YTD | +18.7% | +12.9% | +5.7% | +2.8% |
| 1Y | -14.0% | +19.4% | -33.3% | -30.5% |
| 3Y | -3.4% | +78.5% | -81.9% | -52.3% |
| 5Y | +52.1% | +81.8% | -29.6% | -25.8% |
| 10Y | +179.0% | +311.5% | -132.5% | -48.3% |
| All | +179.0% | +311.3% | -132.3% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling