+564.6%
OMF vs SPY
+446.5%
+118.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.3% |
| 7D | -0.3% | -0.6% | +0.3% | +0.2% |
| 30D | +0.6% | -3.7% | +4.3% | +5.8% |
| 3M | -10.7% | -2.7% | -7.9% | -7.3% |
| 6M | +4.2% | +2.2% | +2.0% | +0.5% |
| YTD | -11.9% | +10.8% | -22.7% | -24.4% |
| 1Y | -0.7% | +11.2% | -11.9% | -15.3% |
| 3Y | +86.8% | +76.5% | +10.4% | -17.2% |
| 5Y | +56.1% | +72.9% | -16.9% | -28.0% |
| 10Y | +600.6% | +304.8% | +295.8% | -0.3% |
| All | +564.6% | +446.5% | +118.1% | -31.5% |
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