-23.8%
SPOT vs OMC
+7.0%
-30.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -3.1% | -4.4% | +1.3% | -2.1% |
| 30D | +7.4% | -7.6% | +15.0% | +9.3% |
| 3M | +8.2% | +4.5% | +3.7% | +6.5% |
| 6M | +2.2% | -0.3% | +2.5% | +1.3% |
| YTD | -9.5% | -0.1% | -9.3% | -12.3% |
| 1Y | -23.8% | +4.6% | -28.5% | -27.1% |
| All | -23.8% | +7.0% | -30.9% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling