+241.3%
OMEX vs SPY
+836.0%
-594.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.3% |
| 7D | -12.6% | -0.9% | -11.7% | -12.3% |
| 30D | +1,497.5% | -2.4% | +1,499.9% | +1,507.6% |
| 3M | +1,036.5% | -1.2% | +1,037.7% | +1,034.5% |
| 6M | +798.2% | +3.3% | +795.0% | +770.1% |
| YTD | +422.4% | +12.3% | +410.2% | +380.7% |
| 1Y | +403.2% | +12.4% | +390.7% | +364.2% |
| 3Y | +185.2% | +78.8% | +106.4% | +84.1% |
| 5Y | +57.5% | +75.2% | -17.6% | +0.2% |
| 10Y | +135.9% | +311.1% | -175.2% | -35.5% |
| All | +241.3% | +836.0% | -594.7% | -37.9% |
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 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