+118.9%
OOMA vs SPY
+330.9%
-211.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.3% |
| 7D | -1.9% | -0.8% | -1.1% | -1.2% |
| 30D | +13.1% | -1.1% | +14.1% | +14.2% |
| 3M | +31.5% | +3.9% | +27.6% | +27.3% |
| 6M | +61.5% | +13.6% | +47.9% | +44.9% |
| YTD | +94.1% | +12.7% | +81.4% | +75.3% |
| 1Y | +78.0% | +17.5% | +60.5% | +55.3% |
| 3Y | +68.9% | +76.9% | -8.0% | +4.2% |
| 5Y | +5.0% | +83.6% | -78.6% | -37.6% |
| 10Y | +158.2% | +320.7% | -162.5% | -22.3% |
| All | +118.9% | +330.9% | -211.9% | -31.1% |
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