+55.3%
OMEX vs SPY
+72.1%
-16.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.7% |
| 7D | -7.4% | +2.6% | -10.0% | -3.5% |
| 30D | +1,465.6% | -2.0% | +1,467.6% | +1,448.7% |
| 3M | +1,001.1% | -2.8% | +1,003.9% | +998.8% |
| 6M | +778.9% | +2.1% | +776.8% | +746.3% |
| YTD | +411.2% | +11.5% | +399.7% | +364.0% |
| 1Y | +433.0% | +13.5% | +419.5% | +379.5% |
| 3Y | +178.3% | +77.7% | +100.6% | +109.2% |
| All | +55.3% | +72.1% | -16.8% | +14.3% |
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