-23.4%
OMDA vs SPY
+14.6%
-38.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +2.4% |
| 7D | +1.3% | -0.7% | +2.0% | +2.3% |
| 30D | -7.3% | -1.0% | -6.2% | -5.9% |
| 3M | -3.7% | -0.3% | -3.4% | -2.9% |
| 6M | +23.6% | +7.3% | +16.3% | +13.1% |
| YTD | +23.1% | +13.3% | +9.8% | +4.2% |
| 1Y | -23.4% | +14.8% | -38.2% | -36.4% |
| All | -23.4% | +14.6% | -38.0% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling