+31.1%
OMC vs SPY
+322.5%
-291.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.3% |
| 7D | -4.4% | -0.8% | -3.6% | -3.7% |
| 30D | -7.6% | -1.1% | -6.5% | -6.7% |
| 3M | +4.5% | +3.9% | +0.7% | +1.1% |
| 6M | -0.3% | +13.6% | -13.9% | -10.9% |
| YTD | -0.1% | +12.7% | -12.8% | -10.1% |
| 1Y | +4.6% | +17.5% | -12.9% | -9.5% |
| 3Y | +10.5% | +76.9% | -66.4% | -33.7% |
| 5Y | +31.7% | +83.6% | -51.9% | -24.0% |
| All | +31.1% | +322.5% | -291.4% | -63.0% |
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