-98.7%
OPAD vs SPY
+125.0%
-223.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.2% | -7.3% |
| 7D | -13.7% | +3.3% | -16.9% | -15.2% |
| 30D | -23.1% | -2.7% | -20.5% | -21.9% |
| 3M | -57.8% | -1.7% | -56.1% | -57.4% |
| 6M | +216.1% | +3.1% | +213.0% | +199.9% |
| YTD | +62.0% | +11.9% | +50.1% | +35.4% |
| 1Y | -10.5% | +12.0% | -22.5% | -24.9% |
| 3Y | -73.2% | +78.2% | -151.4% | -89.9% |
| 5Y | -98.4% | +73.2% | -171.6% | -99.3% |
| All | -98.7% | +125.0% | -223.7% | -99.5% |
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