+16.6%
OCS vs SPY
+95.6%
-79.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -7.1% | -2.0% | -5.1% | -6.4% |
| 30D | -11.3% | -1.7% | -9.6% | -10.8% |
| 3M | +3.1% | +4.7% | -1.6% | +1.7% |
| 6M | -60.5% | +12.5% | -73.0% | -62.0% |
| YTD | -43.4% | +11.7% | -55.1% | -45.3% |
| 1Y | -34.3% | +17.5% | -51.8% | -37.4% |
| 3Y | -13.0% | +76.6% | -89.6% | -23.5% |
| 5Y | +16.7% | +82.0% | -65.3% | +1.8% |
| All | +16.6% | +95.6% | -79.0% | +3.7% |
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