-97.2%
OGI vs SPY
+187.0%
-284.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.3% | -6.0% | -6.1% |
| 7D | -6.0% | -2.7% | -3.3% | -2.7% |
| 30D | -8.6% | -5.4% | -3.3% | -1.8% |
| 3M | -11.4% | -4.1% | -7.3% | -6.5% |
| 6M | -36.9% | +0.7% | -37.6% | -37.8% |
| YTD | -47.8% | +8.7% | -56.5% | -53.3% |
| 1Y | -40.7% | +10.9% | -51.6% | -48.5% |
| 3Y | -36.4% | +75.0% | -111.4% | -69.8% |
| 5Y | -90.4% | +67.8% | -158.2% | -95.0% |
| All | -97.2% | +187.0% | -284.2% | -99.2% |
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