-78.1%
OLMA vs SPY
+134.3%
-212.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +4.7% | +0.1% | +4.6% | +4.5% |
| 30D | -7.2% | +0.1% | -7.2% | -7.2% |
| 3M | +0.7% | +2.0% | -1.3% | -1.7% |
| 6M | -55.8% | +13.0% | -68.8% | -61.8% |
| YTD | -57.0% | +13.5% | -70.5% | -63.1% |
| 1Y | +69.3% | +20.0% | +49.3% | +34.5% |
| 3Y | +1.3% | +77.2% | -75.9% | -53.3% |
| 5Y | -63.5% | +81.9% | -145.3% | -81.5% |
| All | -78.1% | +134.3% | -212.3% | -89.2% |
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