-84.7%
OLMA vs SPY
+130.8%
-215.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.0% |
| 7D | +11.2% | +3.3% | +8.0% | +7.1% |
| 30D | +7.1% | -2.7% | +9.8% | +11.5% |
| 3M | -28.0% | -1.7% | -26.2% | -25.9% |
| 6M | -46.2% | +3.1% | -49.3% | -47.8% |
| YTD | -69.9% | +11.9% | -81.8% | -73.5% |
| 1Y | -6.7% | +12.0% | -18.7% | -18.4% |
| 3Y | -52.5% | +78.2% | -130.7% | -78.2% |
| 5Y | -72.2% | +73.2% | -145.4% | -85.1% |
| All | -84.7% | +130.8% | -215.5% | -92.3% |
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