+69.3%
OLMA vs SPY
+20.8%
+48.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.7% | +0.1% | +4.6% | +4.6% |
| 30D | -7.2% | +0.1% | -7.2% | -7.1% |
| 3M | +0.7% | +2.0% | -1.3% | -0.2% |
| 6M | -55.8% | +13.0% | -68.8% | -58.1% |
| YTD | -57.0% | +13.5% | -70.5% | -58.6% |
| 1Y | +69.3% | +20.0% | +49.3% | +82.6% |
| All | +69.3% | +20.8% | +48.5% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling