-100.0%
OCG vs SPY
+124.4%
-224.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +3.2% | -0.4% | +3.6% | +3.6% |
| 30D | -8.0% | -1.4% | -6.7% | -6.8% |
| 3M | -16.2% | +3.7% | -19.9% | -19.1% |
| 6M | -17.4% | +13.0% | -30.4% | -26.1% |
| YTD | -97.3% | +12.4% | -109.7% | -97.6% |
| 1Y | -99.9% | +18.5% | -118.5% | -99.9% |
| 3Y | -99.9% | +77.6% | -177.6% | -100.0% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +124.4% | -224.4% | -100.0% |
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