+67.4%
OCTW vs SPY
+145.3%
-77.9%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +0.4% | +0.5% | -0.2% | +0.2% |
| 30D | +0.7% | -0.9% | +1.6% | +1.0% |
| 3M | +2.9% | +3.9% | -1.0% | +1.6% |
| 6M | +7.5% | +14.5% | -7.0% | +2.7% |
| YTD | +7.2% | +12.9% | -5.7% | +2.9% |
| 1Y | +9.8% | +19.4% | -9.6% | +3.5% |
| 3Y | +35.2% | +78.5% | -43.3% | +11.8% |
| 5Y | +55.4% | +81.8% | -26.4% | +26.5% |
| All | +67.4% | +145.3% | -77.9% | +22.2% |
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