+2,836.5%
OGE vs SPY
+3,027.0%
-190.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -1.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | +8.9% | -3.3% | +12.3% | +11.0% |
| 3M | +8.8% | -2.4% | +11.2% | +10.1% |
| 6M | +8.9% | +2.6% | +6.4% | +6.7% |
| YTD | +23.1% | +11.2% | +11.9% | +14.5% |
| 1Y | +18.6% | +13.4% | +5.2% | +9.0% |
| 3Y | +68.6% | +79.9% | -11.3% | +14.7% |
| 5Y | +83.4% | +72.2% | +11.2% | +26.4% |
| 10Y | +146.3% | +307.3% | -161.1% | -0.8% |
| All | +2,836.5% | +3,027.0% | -190.5% | +291.5% |
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