-71.0%
OEC vs SPY
+368.6%
-439.6%
-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% | -0.1% | 0.0% |
| 7D | -4.8% | +3.3% | -8.1% | -8.8% |
| 30D | -31.1% | -2.7% | -28.4% | -27.4% |
| 3M | -38.4% | -1.7% | -36.6% | -35.9% |
| 6M | -46.9% | +3.1% | -49.9% | -48.2% |
| YTD | -24.0% | +11.9% | -35.9% | -33.0% |
| 1Y | -16.0% | +12.0% | -28.0% | -26.0% |
| 3Y | -81.7% | +78.2% | -159.9% | -91.0% |
| 5Y | -79.7% | +73.2% | -153.0% | -89.7% |
| 10Y | -75.9% | +309.6% | -385.6% | -95.0% |
| All | -71.0% | +368.6% | -439.6% | -94.8% |
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