-97.2%
OGI vs SPY
+193.8%
-291.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -3.2% |
| 7D | -9.2% | +0.1% | -9.3% | -9.5% |
| 30D | -8.7% | -3.3% | -5.3% | -4.6% |
| 3M | -11.5% | -2.4% | -9.1% | -8.8% |
| 6M | -35.6% | +2.6% | -38.1% | -38.0% |
| YTD | -47.9% | +11.2% | -59.1% | -54.8% |
| 1Y | -42.7% | +13.4% | -56.1% | -51.8% |
| 3Y | -24.5% | +79.9% | -104.4% | -65.5% |
| 5Y | -90.6% | +72.2% | -162.8% | -95.3% |
| All | -97.2% | +193.8% | -291.0% | -99.3% |
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