+279.7%
OCC vs SPY
+308.5%
-28.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.6% |
| 7D | +22.9% | +3.3% | +19.6% | +20.6% |
| 30D | -28.3% | -2.7% | -25.6% | -26.4% |
| 3M | -34.8% | -1.7% | -33.1% | -33.5% |
| 6M | -1.9% | +3.1% | -5.0% | -2.1% |
| YTD | +147.4% | +11.9% | +135.5% | +136.7% |
| 1Y | +39.9% | +12.0% | +27.9% | +33.8% |
| 3Y | +333.5% | +78.2% | +255.3% | +241.0% |
| 5Y | +178.7% | +73.2% | +105.5% | +120.4% |
| All | +279.7% | +308.5% | -28.8% | +99.4% |
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 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