-19.1%
OCUL vs SPY
+375.5%
-394.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | +25.2% | +0.1% | +25.1% | +25.0% |
| 3M | +20.9% | +2.0% | +18.9% | +17.4% |
| 6M | -3.6% | +13.0% | -16.6% | -17.6% |
| YTD | -12.4% | +13.5% | -25.9% | -25.6% |
| 1Y | -16.2% | +20.0% | -36.2% | -34.2% |
| 3Y | +174.9% | +77.2% | +97.7% | +35.3% |
| 5Y | -2.6% | +81.9% | -84.4% | -52.3% |
| 10Y | +66.8% | +314.1% | -247.3% | -66.4% |
| All | -19.1% | +375.5% | -394.6% | -85.1% |
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