-55.5%
OEC vs SPY
+375.5%
-431.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | -3.9% | +0.1% | -4.1% | -4.1% |
| 30D | -7.2% | +0.1% | -7.2% | -7.3% |
| 3M | -14.6% | +2.0% | -16.6% | -17.1% |
| 6M | +17.5% | +13.0% | +4.5% | -0.1% |
| YTD | +16.6% | +13.5% | +3.1% | -0.8% |
| 1Y | -40.3% | +20.0% | -60.3% | -52.6% |
| 3Y | -73.5% | +77.2% | -150.7% | -87.1% |
| 5Y | -65.2% | +81.9% | -147.1% | -83.6% |
| 10Y | -61.0% | +314.1% | -375.1% | -92.2% |
| All | -55.5% | +375.5% | -431.0% | -92.3% |
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