+663.3%
OCFC vs SPY
+1,776.1%
-1,112.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | -0.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +14.8% | -3.3% | +18.1% | +18.0% |
| 3M | -3.9% | -2.4% | -1.5% | -2.1% |
| 6M | -0.8% | +2.6% | -3.3% | -3.3% |
| YTD | +6.2% | +11.2% | -5.1% | -3.4% |
| 1Y | +6.7% | +13.4% | -6.7% | -4.4% |
| 3Y | +58.7% | +79.9% | -21.2% | -2.4% |
| 5Y | +2.8% | +72.2% | -69.4% | -34.9% |
| 10Y | +21.4% | +307.3% | -285.9% | -61.3% |
| All | +663.3% | +1,776.1% | -1,112.8% | -11.0% |
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 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