+0.6%
OC vs SPY
+78.7%
-78.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.6% |
| 7D | -5.4% | +3.3% | -8.7% | -9.2% |
| 30D | +4.9% | -2.7% | +7.6% | +8.5% |
| 3M | -24.1% | -1.7% | -22.3% | -22.5% |
| 6M | -0.7% | +3.1% | -3.8% | -4.2% |
| YTD | +7.9% | +11.9% | -4.0% | -5.9% |
| 1Y | +17.1% | +12.0% | +5.1% | +2.1% |
| All | +0.6% | +78.7% | -78.1% | -50.9% |
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