-99.9%
OCG vs SPY
+18.8%
-118.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +3.2% | -0.4% | +3.6% | +3.8% |
| 30D | -8.0% | -1.4% | -6.7% | -6.3% |
| 3M | -16.2% | +3.7% | -19.9% | -20.4% |
| 6M | -17.4% | +13.0% | -30.4% | -31.9% |
| YTD | -97.3% | +12.4% | -109.7% | -97.8% |
| 1Y | -99.9% | +18.5% | -118.5% | -99.9% |
| All | -99.9% | +18.8% | -118.7% | -99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling