-85.0%
OLMA vs SPY
+124.2%
-209.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.3% | +8.1% | +8.1% |
| 7D | +4.7% | -2.7% | +7.4% | +8.7% |
| 30D | -7.7% | -5.4% | -2.3% | -0.6% |
| 3M | -37.9% | -4.1% | -33.8% | -34.2% |
| 6M | -51.7% | +0.7% | -52.5% | -51.9% |
| YTD | -70.7% | +8.7% | -79.3% | -73.3% |
| 1Y | -10.5% | +10.9% | -21.4% | -20.9% |
| 3Y | -51.3% | +75.0% | -126.3% | -77.2% |
| 5Y | -73.7% | +67.8% | -141.5% | -85.4% |
| All | -85.0% | +124.2% | -209.2% | -92.2% |
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