-39.5%
OCCI vs SPY
+194.1%
-233.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | -0.4% | -2.0% | +1.6% | +0.9% |
| 30D | +5.6% | -1.7% | +7.2% | +6.7% |
| 3M | -10.1% | +4.7% | -14.9% | -12.7% |
| 6M | -2.8% | +12.5% | -15.3% | -9.6% |
| YTD | -36.9% | +11.7% | -48.6% | -41.1% |
| 1Y | -44.3% | +17.5% | -61.8% | -49.7% |
| 3Y | -35.9% | +76.6% | -112.4% | -55.3% |
| 5Y | -46.5% | +82.0% | -128.5% | -64.0% |
| All | -39.5% | +194.1% | -233.7% | -70.9% |
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