-44.1%
OTEX vs SPY
+71.5%
-115.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -2.1% |
| 7D | -6.0% | +0.1% | -6.1% | -6.3% |
| 30D | +5.1% | -3.3% | +8.5% | +8.5% |
| 3M | +1.1% | -2.4% | +3.5% | +3.4% |
| 6M | +3.2% | +2.6% | +0.6% | -0.1% |
| YTD | -20.9% | +11.2% | -32.1% | -29.6% |
| 1Y | -24.8% | +13.4% | -38.2% | -34.4% |
| 3Y | -22.9% | +79.9% | -102.8% | -59.0% |
| 5Y | -44.1% | +72.2% | -116.3% | -68.6% |
| All | -44.1% | +71.5% | -115.5% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling