+252.8%
SPOT vs OMC
+48.9%
+203.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -3.1% | -4.4% | +1.3% | -1.9% |
| 30D | +7.4% | -7.6% | +15.0% | +9.7% |
| 3M | +8.2% | +4.5% | +3.7% | +6.3% |
| 6M | +2.2% | -0.3% | +2.5% | +1.6% |
| YTD | -9.5% | -0.1% | -9.3% | -10.4% |
| 1Y | -23.8% | +4.6% | -28.5% | -26.0% |
| 3Y | +233.5% | +10.5% | +223.0% | +210.8% |
| 5Y | +112.2% | +31.7% | +80.5% | +88.3% |
| All | +252.8% | +48.9% | +203.9% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling