-17.1%
OCUL vs SPY
+307.0%
-324.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.6% |
| 7D | -5.8% | +2.6% | -8.4% | -8.9% |
| 30D | -13.7% | -2.0% | -11.8% | -10.9% |
| 3M | -38.5% | -2.8% | -35.7% | -35.7% |
| 6M | -32.8% | +2.1% | -34.9% | -34.4% |
| YTD | -48.8% | +11.5% | -60.3% | -55.3% |
| 1Y | -44.5% | +13.5% | -58.0% | -52.8% |
| 3Y | +181.0% | +77.7% | +103.3% | +36.6% |
| 5Y | -10.9% | +72.6% | -83.5% | -53.9% |
| All | -17.1% | +307.0% | -324.1% | -81.4% |
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