+308.7%
OMC vs SPYG
+561.6%
-252.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -5.8% | +1.2% | -7.0% | -6.6% |
| 30D | -4.8% | -1.6% | -3.3% | -3.8% |
| 3M | +9.2% | +3.4% | +5.9% | +6.0% |
| 6M | -2.5% | +18.9% | -21.4% | -15.0% |
| YTD | +2.6% | +13.8% | -11.2% | -7.8% |
| 1Y | +5.9% | +20.6% | -14.6% | -9.3% |
| 3Y | +14.2% | +100.5% | -86.3% | -34.7% |
| 5Y | +33.2% | +84.6% | -51.4% | -20.6% |
| 10Y | +33.4% | +410.8% | -377.4% | -65.5% |
| All | +308.7% | +561.6% | -252.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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