-70.9%
OEC vs SPY
+366.9%
-437.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | +0.8% | +2.6% | -1.8% | -2.6% |
| 30D | -29.8% | -2.0% | -27.8% | -26.7% |
| 3M | -37.4% | -2.8% | -34.6% | -34.0% |
| 6M | -44.6% | +2.1% | -46.7% | -45.3% |
| YTD | -23.6% | +11.5% | -35.1% | -32.3% |
| 1Y | -17.3% | +13.5% | -30.8% | -28.3% |
| 3Y | -81.3% | +77.7% | -159.0% | -90.8% |
| 5Y | -79.6% | +72.6% | -152.2% | -89.6% |
| 10Y | -75.8% | +308.2% | -384.0% | -95.0% |
| All | -70.9% | +366.9% | -437.8% | -94.7% |
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