-89.0%
OGI vs SPY
+81.8%
-170.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.2% |
| 7D | -5.1% | +0.5% | -5.6% | -5.9% |
| 30D | +13.1% | -0.9% | +14.1% | +14.6% |
| 3M | +4.7% | +3.9% | +0.8% | -1.5% |
| 6M | -23.8% | +14.5% | -38.3% | -37.8% |
| YTD | -33.3% | +12.9% | -46.3% | -44.5% |
| 1Y | -31.7% | +19.4% | -51.1% | -47.9% |
| 3Y | -28.7% | +78.5% | -107.1% | -71.0% |
| 5Y | -89.0% | +81.8% | -170.7% | -95.4% |
| All | -89.0% | +81.8% | -170.7% | -95.4% |
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 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