+234.3%
OMEX vs SPY
+832.7%
-598.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -9.4% | +3.3% | -12.7% | -10.7% |
| 30D | +1,457.5% | -2.7% | +1,460.1% | +1,469.7% |
| 3M | +1,080.0% | -1.7% | +1,081.7% | +1,082.3% |
| 6M | +820.2% | +3.1% | +817.1% | +791.6% |
| YTD | +411.7% | +11.9% | +399.8% | +371.6% |
| 1Y | +370.9% | +12.0% | +358.9% | +335.3% |
| 3Y | +179.4% | +78.2% | +101.2% | +80.6% |
| 5Y | +52.0% | +73.2% | -21.3% | -2.6% |
| 10Y | +131.1% | +309.6% | -178.5% | -36.7% |
| All | +234.3% | +832.7% | -598.4% | -39.1% |
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