+442.3%
OC vs SPY
+666.8%
-224.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.8% |
| 7D | +0.1% | -2.7% | +2.8% | +3.5% |
| 30D | +6.5% | -5.4% | +11.9% | +13.9% |
| 3M | -18.9% | -4.1% | -14.8% | -14.7% |
| 6M | -0.2% | +0.7% | -0.9% | -0.7% |
| YTD | +11.3% | +8.7% | +2.7% | +1.1% |
| 1Y | +18.7% | +10.9% | +7.9% | +5.1% |
| 3Y | +6.2% | +75.0% | -68.8% | -46.2% |
| 5Y | +40.0% | +67.8% | -27.8% | -24.4% |
| 10Y | +205.6% | +312.9% | -107.2% | -43.8% |
| All | +442.3% | +666.8% | -224.5% | -54.1% |
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