-11.4%
OTEX vs SPY
+318.9%
-330.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.6% |
| 7D | -8.0% | -2.0% | -6.0% | -6.1% |
| 30D | -4.6% | -1.7% | -3.0% | -2.9% |
| 3M | +5.5% | +4.7% | +0.7% | +0.5% |
| 6M | -6.8% | +12.5% | -19.3% | -17.5% |
| YTD | -28.2% | +11.7% | -39.9% | -35.9% |
| 1Y | -32.8% | +17.5% | -50.3% | -42.9% |
| 3Y | -35.5% | +76.6% | -112.0% | -63.5% |
| 5Y | -50.2% | +82.0% | -132.2% | -72.5% |
| All | -11.4% | +318.9% | -330.2% | -76.8% |
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