+1,149.3%
OMER vs SPY
+78.1%
+1,071.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.2% |
| 7D | +3.4% | +2.6% | +0.8% | -0.4% |
| 30D | -5.1% | -2.0% | -3.1% | -1.9% |
| 3M | +0.8% | -2.8% | +3.6% | +5.6% |
| 6M | +21.6% | +2.1% | +19.5% | +19.0% |
| YTD | +1.8% | +11.5% | -9.7% | -12.7% |
| 1Y | +178.5% | +13.5% | +165.0% | +133.0% |
| 3Y | +1,149.3% | +77.7% | +1,071.6% | +601.4% |
| All | +1,149.3% | +78.1% | +1,071.2% | +601.4% |
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