+20.8%
OMER vs SPY
+81.0%
-60.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.1% |
| 7D | +2.8% | -0.4% | +3.2% | +3.4% |
| 30D | +42.4% | -1.4% | +43.7% | +45.8% |
| 3M | +94.5% | +3.7% | +90.8% | +84.6% |
| 6M | +71.7% | +13.0% | +58.7% | +43.2% |
| YTD | +12.9% | +12.4% | +0.5% | -5.7% |
| 1Y | +355.2% | +18.5% | +336.6% | +253.8% |
| 3Y | +475.4% | +77.6% | +397.7% | +137.0% |
| 5Y | +20.8% | +81.7% | -60.9% | -49.9% |
| All | +20.8% | +81.0% | -60.2% | -49.9% |
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