+296.0%
OCC vs SPY
+81.8%
+214.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.6% |
| 7D | +4.3% | +0.5% | +3.8% | +3.9% |
| 30D | -15.7% | -0.9% | -14.7% | -15.0% |
| 3M | -27.9% | +3.9% | -31.8% | -30.0% |
| 6M | +126.4% | +14.5% | +111.9% | +106.3% |
| YTD | +207.9% | +12.9% | +194.9% | +184.3% |
| 1Y | +115.7% | +19.4% | +96.4% | +92.4% |
| 3Y | +278.5% | +78.5% | +200.0% | +184.2% |
| 5Y | +296.0% | +81.8% | +214.2% | +209.0% |
| All | +296.0% | +81.8% | +214.2% | +209.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling