+3,173.3%
OMC vs SPY
+3,091.8%
+81.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | -6.4% | +0.1% | -6.5% | -6.5% |
| 30D | +1.1% | +0.1% | +1.1% | +1.1% |
| 3M | +10.4% | +2.0% | +8.4% | +8.2% |
| 6M | -1.7% | +13.0% | -14.7% | -12.3% |
| YTD | +4.4% | +13.5% | -9.1% | -7.1% |
| 1Y | +8.4% | +20.0% | -11.5% | -8.6% |
| 3Y | +14.4% | +77.2% | -62.8% | -32.6% |
| 5Y | +33.9% | +81.9% | -48.0% | -23.6% |
| 10Y | +34.9% | +314.1% | -279.2% | -63.9% |
| All | +3,173.3% | +3,091.8% | +81.6% | +120.8% |
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