-67.3%
OEC vs SPY
+81.0%
-148.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.1% |
| 7D | -6.5% | -0.4% | -6.1% | -6.1% |
| 30D | -16.1% | -1.4% | -14.8% | -14.7% |
| 3M | -19.9% | +3.7% | -23.6% | -23.6% |
| 6M | +17.9% | +13.0% | +4.9% | +1.2% |
| YTD | +10.5% | +12.4% | -1.9% | -3.8% |
| 1Y | -44.4% | +18.5% | -62.9% | -54.5% |
| 3Y | -73.0% | +77.6% | -150.7% | -86.2% |
| 5Y | -67.3% | +81.7% | -148.9% | -84.0% |
| All | -67.3% | +81.0% | -148.2% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling