+27.8%
OZEM vs SPY
+47.9%
-20.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | -3.6% | -0.4% | -3.2% | -3.3% |
| 30D | -5.4% | -1.4% | -4.1% | -4.5% |
| 3M | +6.3% | +3.7% | +2.6% | +3.3% |
| 6M | -1.0% | +13.0% | -14.0% | -9.9% |
| YTD | -6.4% | +12.4% | -18.8% | -14.3% |
| 1Y | +24.1% | +18.5% | +5.5% | +9.2% |
| All | +27.8% | +47.9% | -20.1% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling