-39.5%
OCCI vs SPY
+196.6%
-236.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | +1.2% | -0.8% | +1.9% | +1.6% |
| 30D | +5.1% | -1.1% | +6.2% | +5.9% |
| 3M | -9.8% | +3.9% | -13.7% | -11.9% |
| 6M | -3.5% | +13.6% | -17.1% | -10.7% |
| YTD | -36.9% | +12.7% | -49.5% | -41.4% |
| 1Y | -45.5% | +17.5% | -63.0% | -50.8% |
| 3Y | -37.0% | +76.9% | -113.9% | -56.1% |
| 5Y | -46.5% | +83.6% | -130.1% | -64.2% |
| All | -39.5% | +196.6% | -236.2% | -71.0% |
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 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