-24.8%
OCC vs SPY
+1,851.9%
-1,876.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.4% |
| 6M | -1.9% | +3.1% | -5.0% | -2.3% |
| YTD | +147.4% | +11.9% | +135.5% | +135.4% |
| 1Y | +39.9% | +12.0% | +27.9% | +33.0% |
| 3Y | +333.5% | +78.2% | +255.3% | +216.7% |
| 5Y | +178.7% | +73.2% | +105.5% | +103.6% |
| 10Y | +315.5% | +309.6% | +5.8% | +72.5% |
| All | -24.8% | +1,851.9% | -1,876.7% | -91.5% |
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