+306.1%
OMCL vs SPY
+907.8%
-601.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -2.1% |
| 7D | -9.7% | -0.9% | -8.8% | -9.1% |
| 30D | -3.5% | -2.4% | -1.2% | -1.4% |
| 3M | -3.5% | -1.2% | -2.3% | -2.5% |
| 6M | -17.9% | +3.3% | -21.1% | -20.4% |
| YTD | -21.5% | +12.3% | -33.8% | -29.3% |
| 1Y | -4.1% | +12.4% | -16.6% | -13.8% |
| 3Y | +15.6% | +78.8% | -63.2% | -32.8% |
| 5Y | -80.1% | +75.2% | -155.2% | -88.1% |
| 10Y | +11.3% | +311.1% | -299.8% | -69.2% |
| All | +306.1% | +907.8% | -601.8% | -49.3% |
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