-62.2%
OEC vs SPY
+322.5%
-384.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -1.0% |
| 7D | -4.8% | -0.8% | -4.0% | -3.8% |
| 30D | -9.9% | -1.1% | -8.9% | -8.6% |
| 3M | -22.5% | +3.9% | -26.3% | -26.7% |
| 6M | +25.0% | +13.6% | +11.4% | +4.7% |
| YTD | +11.1% | +12.7% | -1.6% | -5.2% |
| 1Y | -43.3% | +17.5% | -60.8% | -54.2% |
| 3Y | -73.0% | +76.9% | -150.0% | -87.4% |
| 5Y | -66.8% | +83.6% | -150.4% | -85.2% |
| All | -62.2% | +322.5% | -384.7% | -93.4% |
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