-72.8%
OMEX vs SPY
+846.4%
-919.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +9.8% | +0.1% | +9.8% | +9.9% |
| 3M | -25.1% | +2.0% | -27.1% | -26.0% |
| 6M | -49.3% | +13.0% | -62.3% | -53.3% |
| YTD | -58.4% | +13.5% | -71.9% | -61.6% |
| 1Y | -52.6% | +20.0% | -72.5% | -57.8% |
| 3Y | -79.4% | +77.2% | -156.6% | -86.5% |
| 5Y | -88.3% | +81.9% | -170.1% | -92.7% |
| 10Y | -76.2% | +314.1% | -390.3% | -93.5% |
| All | -72.8% | +846.4% | -919.2% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling