-78.1%
OGG vs SPY
+82.0%
-160.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | +7.8% | +0.1% | +7.7% | +7.9% |
| 3M | +8.6% | +2.0% | +6.6% | +7.5% |
| 6M | -34.8% | +13.0% | -47.8% | -39.3% |
| YTD | -16.6% | +13.5% | -30.2% | -22.5% |
| 1Y | +5.8% | +20.0% | -14.1% | -4.4% |
| 3Y | -10.2% | +77.2% | -87.4% | -36.3% |
| All | -78.1% | +82.0% | -160.1% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling