-96.3%
OGI vs SPY
+199.9%
-296.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 6M | -16.9% | +13.0% | -29.9% | -29.5% |
| YTD | -31.2% | +13.5% | -44.8% | -42.0% |
| 1Y | -28.3% | +20.0% | -48.2% | -43.9% |
| 3Y | -25.0% | +77.2% | -102.2% | -64.7% |
| 5Y | -89.1% | +81.9% | -171.0% | -94.9% |
| All | -96.3% | +199.9% | -296.2% | -99.0% |
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