-24.0%
OGI vs SPY
+80.4%
-104.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.8% |
| 7D | -4.9% | +0.1% | -5.0% | -5.1% |
| 30D | +18.6% | +0.1% | +18.5% | +18.4% |
| 3M | +6.9% | +2.0% | +5.0% | +3.8% |
| 6M | -16.9% | +13.0% | -29.9% | -29.8% |
| YTD | -31.2% | +13.5% | -44.8% | -42.2% |
| 1Y | -28.3% | +20.0% | -48.2% | -44.3% |
| All | -24.0% | +80.4% | -104.4% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling