-99.9%
OGG vs SPY
+699.8%
-799.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | +7.8% | +0.1% | +7.7% | +7.8% |
| 3M | +8.6% | +2.0% | +6.6% | +8.8% |
| 6M | -34.8% | +13.0% | -47.8% | -33.9% |
| YTD | -16.6% | +13.5% | -30.2% | -15.5% |
| 1Y | +5.8% | +20.0% | -14.1% | +8.0% |
| 3Y | -10.2% | +77.2% | -87.4% | -3.2% |
| 5Y | -78.3% | +81.9% | -160.2% | -76.5% |
| 10Y | -84.9% | +314.1% | -398.9% | -92.5% |
| All | -99.9% | +699.8% | -799.6% | -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