-87.7%
OCGN vs SPY
+82.3%
-170.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -2.2% |
| 7D | -25.0% | -0.8% | -24.2% | -23.7% |
| 30D | -27.1% | -1.1% | -26.1% | -25.4% |
| 3M | -16.4% | +3.9% | -20.3% | -22.7% |
| 6M | -55.7% | +13.6% | -69.3% | -65.8% |
| YTD | -24.4% | +12.7% | -37.1% | -40.7% |
| 1Y | -4.7% | +17.5% | -22.2% | -31.3% |
| 3Y | +142.9% | +76.9% | +66.0% | -30.4% |
| All | -87.7% | +82.3% | -170.0% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling