+104.2%
OESX vs SPY
+75.5%
+28.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +22.5% | -2.0% | +24.5% | +23.4% |
| 30D | +43.7% | -1.7% | +45.4% | +44.7% |
| 3M | +204.0% | +4.7% | +199.2% | +197.6% |
| 6M | +174.8% | +12.5% | +162.3% | +160.8% |
| YTD | +84.6% | +11.7% | +72.9% | +76.0% |
| 1Y | +223.7% | +17.5% | +206.2% | +203.2% |
| All | +104.2% | +75.5% | +28.8% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling