-48.6%
OGN vs SPY
+95.3%
-143.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.4% | -0.6% | +1.0% | +0.7% |
| 30D | +0.7% | -3.7% | +4.4% | +3.5% |
| 3M | +2.3% | -2.7% | +5.0% | +4.2% |
| 6M | +4.5% | +2.2% | +2.3% | +1.9% |
| YTD | +95.1% | +10.8% | +84.2% | +78.4% |
| 1Y | +81.9% | +11.2% | +70.6% | +65.9% |
| 3Y | +37.0% | +76.5% | -39.4% | -13.5% |
| 5Y | -53.7% | +72.9% | -126.7% | -71.1% |
| All | -48.6% | +95.3% | -143.9% | -67.2% |
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 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