-97.5%
OPAD vs SPY
+126.0%
-223.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.5% |
| 7D | -11.1% | -0.4% | -10.7% | -10.9% |
| 30D | -18.8% | -1.4% | -17.4% | -18.1% |
| 3M | -24.4% | +3.7% | -28.1% | -25.4% |
| 6M | +409.3% | +13.0% | +396.3% | +315.8% |
| YTD | +218.2% | +12.4% | +205.8% | +165.5% |
| 1Y | -8.6% | +18.5% | -27.1% | -28.7% |
| 3Y | -61.6% | +77.6% | -139.2% | -85.3% |
| 5Y | -97.5% | +81.7% | -179.2% | -99.0% |
| All | -97.5% | +126.0% | -223.5% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling