+20.4%
OMAB vs SPY
+77.4%
-56.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +1.7% | +0.5% | +1.2% | +1.3% |
| 30D | -10.1% | -0.9% | -9.1% | -9.4% |
| 3M | +2.5% | +3.9% | -1.4% | -0.3% |
| 6M | -7.8% | +14.5% | -22.4% | -16.4% |
| YTD | -6.1% | +12.9% | -19.0% | -13.9% |
| 1Y | -1.8% | +19.4% | -21.2% | -13.4% |
| All | +20.4% | +77.4% | -56.9% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling