+3.8%
OMCL vs SPY
+20.8%
-17.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | -7.5% | +0.1% | -7.6% | -7.5% |
| 3M | -21.2% | +2.0% | -23.2% | -22.5% |
| 6M | -17.2% | +13.0% | -30.3% | -28.0% |
| YTD | -24.1% | +13.5% | -37.7% | -33.6% |
| 1Y | +3.8% | +20.0% | -16.2% | -22.0% |
| All | +3.8% | +20.8% | -17.1% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling