-6.5%
OMDA vs SPY
+29.1%
-35.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.5% |
| 7D | -7.8% | -0.4% | -7.4% | -7.4% |
| 30D | -14.0% | -1.4% | -12.6% | -12.5% |
| 3M | +17.4% | +3.7% | +13.7% | +12.7% |
| 6M | +49.4% | +13.0% | +36.4% | +28.9% |
| YTD | +36.2% | +12.4% | +23.9% | +18.5% |
| 1Y | -8.5% | +18.5% | -27.0% | -23.9% |
| All | -6.5% | +29.1% | -35.7% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling