-33.7%
OMDA vs SPY
+29.0%
-62.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.3% |
| 7D | -21.6% | -0.9% | -20.7% | -20.8% |
| 30D | -30.3% | -2.4% | -28.0% | -28.3% |
| 3M | -36.5% | -1.2% | -35.4% | -35.6% |
| 6M | +3.7% | +3.3% | +0.4% | +0.2% |
| YTD | -3.4% | +12.3% | -15.7% | -15.9% |
| 1Y | -26.8% | +12.4% | -39.2% | -36.3% |
| All | -33.7% | +29.0% | -62.8% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling