-85.0%
OGG vs SPY
+311.3%
-396.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.2% |
| 7D | +1.1% | +0.5% | +0.5% | +1.2% |
| 30D | +2.9% | -0.9% | +3.8% | +2.6% |
| 3M | +16.6% | +3.9% | +12.7% | +17.8% |
| 6M | -33.0% | +14.5% | -47.5% | -30.8% |
| YTD | -17.5% | +12.9% | -30.4% | -14.9% |
| 1Y | -0.3% | +19.4% | -19.7% | +4.7% |
| 3Y | -6.2% | +78.5% | -84.6% | +14.1% |
| 5Y | -77.9% | +81.8% | -159.7% | -71.9% |
| 10Y | -85.0% | +311.5% | -396.5% | -100.0% |
| All | -85.0% | +311.3% | -396.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling