+798.2%
OMEX vs SPY
+3.7%
+794.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | +45.1% |
| 7D | -12.6% | -0.9% | -11.7% | -263.2% |
| 30D | +1,497.5% | -2.4% | +1,499.9% | -4,741.5% |
| 3M | +1,036.5% | -1.2% | +1,037.7% | -3,316.1% |
| 6M | +798.2% | +3.3% | +795.0% | -2,464.8% |
| All | +798.2% | +3.7% | +794.6% | -2,464.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling