+646.0%
OMF vs SPY
+456.8%
+189.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.3% |
| 7D | +3.6% | +0.5% | +3.1% | +2.8% |
| 30D | -0.9% | -0.9% | 0.0% | +0.5% |
| 3M | +19.0% | +3.9% | +15.2% | +12.7% |
| 6M | +22.8% | +14.5% | +8.3% | +0.7% |
| YTD | -1.1% | +12.9% | -14.0% | -17.2% |
| 1Y | +11.2% | +19.4% | -8.1% | -13.9% |
| 3Y | +102.1% | +78.5% | +23.7% | -11.5% |
| 5Y | +70.4% | +81.8% | -11.3% | -26.8% |
| 10Y | +379.9% | +311.5% | +68.4% | -33.2% |
| All | +646.0% | +456.8% | +189.2% | -24.9% |
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