+554.7%
OMEX vs SPY
+14.6%
+540.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +37.1% |
| 7D | +2,078.4% | -0.4% | +2,078.8% | +2,620.3% |
| 30D | +1,725.5% | -1.0% | +1,726.6% | +2,224.3% |
| 3M | +1,490.2% | -0.3% | +1,490.6% | +1,881.6% |
| 6M | +919.1% | +7.3% | +911.8% | +856.4% |
| YTD | +498.0% | +13.3% | +484.6% | +349.0% |
| 1Y | +554.7% | +14.8% | +540.0% | +376.5% |
| All | +554.7% | +14.6% | +540.1% | +376.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling