+11.3%
OMCL vs SPY
+311.8%
-300.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -2.2% |
| 7D | -9.7% | -0.9% | -8.8% | -9.0% |
| 30D | -3.5% | -2.4% | -1.2% | -1.3% |
| 3M | -3.5% | -1.2% | -2.3% | -2.4% |
| 6M | -17.9% | +3.3% | -21.1% | -20.6% |
| YTD | -21.5% | +12.3% | -33.8% | -29.8% |
| 1Y | -4.1% | +12.4% | -16.6% | -14.4% |
| 3Y | +15.6% | +78.8% | -63.2% | -35.7% |
| 5Y | -80.1% | +75.2% | -155.2% | -88.7% |
| 10Y | +11.3% | +311.1% | -299.8% | -73.7% |
| All | +11.3% | +311.8% | -300.4% | -73.7% |
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