+455.8%
OMER vs SPY
+77.4%
+378.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.7% |
| 7D | +2.0% | +0.5% | +1.4% | +1.1% |
| 30D | +44.3% | -0.9% | +45.2% | +46.8% |
| 3M | +94.1% | +3.9% | +90.2% | +84.0% |
| 6M | +65.7% | +14.5% | +51.2% | +35.8% |
| YTD | +11.3% | +12.9% | -1.6% | -7.4% |
| 1Y | +354.2% | +19.4% | +334.8% | +251.4% |
| All | +455.8% | +77.4% | +378.4% | +89.7% |
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