+292.4%
OMCL vs SPY
+919.1%
-626.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 3M | -21.2% | +2.0% | -23.2% | -22.7% |
| 6M | -17.2% | +13.0% | -30.3% | -26.1% |
| YTD | -24.1% | +13.5% | -37.7% | -32.4% |
| 1Y | +3.8% | +20.0% | -16.2% | -12.2% |
| 3Y | -39.7% | +77.2% | -116.9% | -64.8% |
| 5Y | -78.3% | +81.9% | -160.2% | -87.5% |
| 10Y | -11.6% | +314.1% | -325.7% | -75.7% |
| All | +292.4% | +919.1% | -626.7% | -51.5% |
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