-48.3%
OTEX vs SPY
+82.0%
-130.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -5.6% | +0.1% | -5.6% | -5.5% |
| 3M | +3.6% | +2.0% | +1.6% | +1.3% |
| 6M | -1.1% | +13.0% | -14.2% | -13.4% |
| YTD | -24.0% | +13.5% | -37.5% | -33.5% |
| 1Y | -24.8% | +20.0% | -44.7% | -37.9% |
| 3Y | -34.1% | +77.2% | -111.2% | -64.1% |
| All | -48.3% | +82.0% | -130.4% | -72.7% |
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