+67.5%
OCTW vs SPY
+144.8%
-77.3%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | +0.6% | -1.1% | +1.7% | +0.9% |
| 3M | +3.0% | +3.9% | -0.8% | +1.7% |
| 6M | +7.2% | +13.6% | -6.4% | +2.7% |
| YTD | +7.2% | +12.7% | -5.5% | +3.0% |
| 1Y | +9.6% | +17.5% | -7.9% | +3.8% |
| 3Y | +35.3% | +76.9% | -41.6% | +12.2% |
| 5Y | +55.4% | +83.6% | -28.2% | +26.2% |
| All | +67.5% | +144.8% | -77.3% | +22.3% |
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