+1.8%
OTEX vs SPY
+304.1%
-302.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | -4.7% | -0.6% | -4.1% | -4.3% |
| 30D | +3.6% | -3.7% | +7.3% | +7.3% |
| 3M | +0.5% | -2.7% | +3.2% | +3.1% |
| 6M | +1.7% | +2.2% | -0.5% | -1.1% |
| YTD | -22.0% | +10.8% | -32.9% | -30.0% |
| 1Y | -26.3% | +11.2% | -37.5% | -34.1% |
| 3Y | -25.3% | +76.5% | -101.8% | -57.9% |
| 5Y | -43.5% | +72.9% | -116.4% | -67.3% |
| 10Y | +1.8% | +304.8% | -303.1% | -74.1% |
| All | +1.8% | +304.1% | -302.3% | -74.1% |
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