+2,852.7%
OGE vs SPY
+3,015.5%
-162.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.8% |
| 7D | +3.7% | -0.6% | +4.3% | +4.0% |
| 30D | +9.5% | -3.7% | +13.2% | +11.8% |
| 3M | +11.4% | -2.7% | +14.1% | +13.0% |
| 6M | +9.6% | +2.2% | +7.4% | +7.6% |
| YTD | +23.8% | +10.8% | +12.9% | +15.4% |
| 1Y | +18.3% | +11.2% | +7.1% | +9.9% |
| 3Y | +69.4% | +76.5% | -7.1% | +16.6% |
| 5Y | +83.3% | +72.9% | +10.4% | +26.0% |
| 10Y | +154.4% | +304.8% | -150.4% | +2.8% |
| All | +2,852.7% | +3,015.5% | -162.8% | +294.6% |
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