-49.1%
OGN vs SPY
+100.1%
-149.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +1.7% | +0.1% | +1.6% | +1.6% |
| 3M | +3.0% | +2.0% | +1.0% | +1.1% |
| 6M | +101.2% | +13.0% | +88.2% | +81.9% |
| YTD | +93.2% | +13.5% | +79.7% | +74.0% |
| 1Y | +43.5% | +20.0% | +23.5% | +23.2% |
| 3Y | -30.1% | +77.2% | -107.3% | -55.9% |
| 5Y | -52.8% | +81.9% | -134.7% | -71.7% |
| All | -49.1% | +100.1% | -149.2% | -68.0% |
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