+2,594.0%
OGE vs SPY
+3,091.8%
-497.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -0.2% | +0.1% | -0.3% | -0.3% |
| 3M | +0.8% | +2.0% | -1.2% | -0.7% |
| 6M | -2.3% | +13.0% | -15.4% | -9.7% |
| YTD | +12.9% | +13.5% | -0.6% | +4.0% |
| 1Y | +9.9% | +20.0% | -10.1% | -2.3% |
| 3Y | +57.4% | +77.2% | -19.8% | +8.4% |
| 5Y | +62.8% | +81.9% | -19.0% | +8.7% |
| 10Y | +127.3% | +314.1% | -186.8% | -9.1% |
| All | +2,594.0% | +3,091.8% | -497.8% | +255.6% |
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