-99.6%
OM vs SPY
+145.2%
-244.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | -8.9% | +0.1% | -9.0% | -9.0% |
| 30D | -29.9% | +0.1% | -29.9% | -30.0% |
| 3M | -24.1% | +2.0% | -26.1% | -26.2% |
| 6M | +1.7% | +13.0% | -11.3% | -14.1% |
| YTD | -3.2% | +13.5% | -16.8% | -18.1% |
| 1Y | -73.1% | +20.0% | -93.1% | -78.7% |
| 3Y | -98.3% | +77.2% | -175.5% | -99.2% |
| 5Y | -99.5% | +81.9% | -181.4% | -99.8% |
| All | -99.6% | +145.2% | -244.8% | -99.9% |
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