-98.1%
OPAD vs SPY
+67.4%
-165.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.3% | -7.4% | -7.2% |
| 7D | -2.8% | -2.7% | -0.1% | -1.3% |
| 30D | -29.2% | -5.4% | -23.8% | -26.9% |
| 3M | -53.4% | -4.1% | -49.3% | -52.3% |
| 6M | +200.6% | +0.7% | +199.9% | +185.7% |
| YTD | +74.4% | +8.7% | +65.7% | +46.6% |
| 1Y | +19.2% | +10.9% | +8.3% | -2.6% |
| 3Y | -74.4% | +75.0% | -149.4% | -91.2% |
| All | -98.1% | +67.4% | -165.5% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling