-99.8%
OCGN vs SPY
+347.7%
-447.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | -0.5% | -19.5% | -19.3% |
| 7D | -19.3% | -0.4% | -19.0% | -18.8% |
| 30D | -18.7% | -1.4% | -17.3% | -17.1% |
| 3M | -14.1% | +3.7% | -17.8% | -18.0% |
| 6M | -35.8% | +13.0% | -48.8% | -45.1% |
| YTD | -21.1% | +12.4% | -33.5% | -31.9% |
| 1Y | +3.4% | +18.5% | -15.1% | -16.3% |
| 3Y | +156.6% | +77.6% | +79.0% | +27.4% |
| 5Y | -85.5% | +81.7% | -167.2% | -92.4% |
| 10Y | -99.5% | +319.7% | -419.2% | -99.9% |
| All | -99.8% | +347.7% | -447.5% | -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 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