+299.0%
OMCL vs SPY
+904.3%
-605.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.4% |
| 7D | -8.1% | +3.3% | -11.4% | -10.9% |
| 30D | -4.1% | -2.7% | -1.4% | -1.7% |
| 3M | -5.9% | -1.7% | -4.1% | -4.3% |
| 6M | -20.0% | +3.1% | -23.1% | -22.3% |
| YTD | -22.8% | +11.9% | -34.7% | -30.3% |
| 1Y | -5.2% | +12.0% | -17.2% | -14.4% |
| 3Y | +13.6% | +78.2% | -64.6% | -33.8% |
| 5Y | -80.3% | +73.2% | -153.5% | -88.1% |
| 10Y | +9.4% | +309.6% | -300.3% | -69.6% |
| All | +299.0% | +904.3% | -605.3% | -50.0% |
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 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