+515.8%
OC vs SPY
+701.2%
-185.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -9.0% | +0.1% | -9.1% | -9.1% |
| 3M | +15.9% | +2.0% | +13.9% | +13.5% |
| 6M | +20.2% | +13.0% | +7.2% | +4.2% |
| YTD | +26.4% | +13.5% | +12.9% | +8.9% |
| 1Y | -6.6% | +20.0% | -26.6% | -25.0% |
| 3Y | +0.1% | +77.2% | -77.1% | -49.9% |
| 5Y | +59.4% | +81.9% | -22.5% | -21.9% |
| 10Y | +193.8% | +314.1% | -120.3% | -46.0% |
| All | +515.8% | +701.2% | -185.4% | -50.6% |
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