-79.2%
OEC vs SPY
+72.1%
-151.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | +0.8% | +2.6% | -1.8% | -2.5% |
| 30D | -29.8% | -2.0% | -27.8% | -26.8% |
| 3M | -37.4% | -2.8% | -34.6% | -34.1% |
| 6M | -44.6% | +2.1% | -46.7% | -45.2% |
| YTD | -23.6% | +11.5% | -35.1% | -31.7% |
| 1Y | -17.3% | +13.5% | -30.8% | -27.5% |
| 3Y | -81.3% | +77.7% | -159.0% | -90.3% |
| All | -79.2% | +72.1% | -151.3% | -89.1% |
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 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