+311.2%
SPY vs OMC
+35.0%
+276.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | -2.0% | -6.2% | +4.2% | 0.0% |
| 30D | -1.7% | -7.6% | +5.9% | +0.7% |
| 3M | +4.7% | +7.4% | -2.7% | +1.6% |
| 6M | +12.5% | +0.1% | +12.4% | +11.4% |
| YTD | +11.7% | +0.4% | +11.3% | +9.5% |
| 1Y | +17.5% | +7.8% | +9.7% | +11.6% |
| 3Y | +76.6% | +11.8% | +64.7% | +61.7% |
| 5Y | +82.0% | +32.5% | +49.6% | +52.6% |
| All | +311.2% | +35.0% | +276.3% | +224.1% |
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 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