-11.7%
OMCL vs SPY
+312.5%
-324.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -3.1% | -0.4% | -2.7% | -2.7% |
| 30D | -9.8% | -1.4% | -8.5% | -8.6% |
| 3M | -17.3% | +3.7% | -21.0% | -20.3% |
| 6M | -15.5% | +13.0% | -28.5% | -25.1% |
| YTD | -25.7% | +12.4% | -38.1% | -33.7% |
| 1Y | +2.7% | +18.5% | -15.9% | -13.1% |
| 3Y | -37.3% | +77.6% | -114.9% | -65.0% |
| 5Y | -79.1% | +81.7% | -160.7% | -88.5% |
| 10Y | -11.7% | +319.7% | -331.4% | -80.6% |
| All | -11.7% | +312.5% | -324.2% | -80.6% |
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