-99.9%
OGG vs SPY
+665.4%
-765.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.1% | +9.5% |
| 7D | +8.5% | -2.7% | +11.2% | +8.3% |
| 30D | -7.6% | -5.4% | -2.2% | -8.0% |
| 3M | -3.4% | -4.1% | +0.7% | -3.7% |
| 6M | -22.0% | +0.7% | -22.7% | -21.8% |
| YTD | -26.9% | +8.7% | -35.6% | -26.2% |
| 1Y | -13.6% | +10.9% | -24.4% | -12.5% |
| 3Y | -21.3% | +75.0% | -96.3% | -15.3% |
| 5Y | -79.8% | +67.8% | -147.6% | -78.4% |
| 10Y | -76.9% | +312.9% | -389.7% | -88.4% |
| All | -99.9% | +665.4% | -765.3% | -99.9% |
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