+7.5%
OTEX vs SPY
+307.0%
-299.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | 0.0% | +2.6% | -2.6% | -2.5% |
| 30D | -0.4% | -2.0% | +1.5% | +1.3% |
| 3M | +1.1% | -2.8% | +3.8% | +3.7% |
| 6M | +11.4% | +2.1% | +9.3% | +8.5% |
| YTD | -21.1% | +11.5% | -32.6% | -29.5% |
| 1Y | -24.4% | +13.5% | -37.8% | -33.7% |
| 3Y | -24.8% | +77.7% | -102.5% | -57.9% |
| 5Y | -43.3% | +72.6% | -116.0% | -67.2% |
| All | +7.5% | +307.0% | -299.5% | -72.4% |
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