-85.0%
OLMA vs SPY
+129.5%
-214.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -2.5% |
| 7D | +4.1% | +0.1% | +4.0% | +4.4% |
| 30D | -5.9% | -3.3% | -2.6% | -1.4% |
| 3M | -38.9% | -2.4% | -36.5% | -36.7% |
| 6M | -50.6% | +2.6% | -53.2% | -51.8% |
| YTD | -70.6% | +11.2% | -81.8% | -74.0% |
| 1Y | -11.9% | +13.4% | -25.2% | -24.3% |
| 3Y | -54.4% | +79.9% | -134.3% | -79.4% |
| 5Y | -72.5% | +72.2% | -144.7% | -85.2% |
| All | -85.0% | +129.5% | -214.5% | -92.4% |
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