+264.0%
SPOT vs OMC
+55.7%
+208.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.5% |
| 7D | -0.9% | -6.4% | +5.5% | +0.8% |
| 30D | +12.5% | +1.1% | +11.4% | +12.0% |
| 3M | +9.9% | +10.4% | -0.5% | +6.3% |
| 6M | +1.6% | -1.7% | +3.3% | +1.4% |
| YTD | -6.6% | +4.4% | -11.0% | -8.7% |
| 1Y | -22.9% | +8.4% | -31.4% | -25.8% |
| 3Y | +244.3% | +14.4% | +229.9% | +218.0% |
| 5Y | +117.8% | +33.9% | +83.9% | +91.9% |
| All | +264.0% | +55.7% | +208.3% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling