-98.6%
OPAD vs SPY
+122.8%
-221.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -10.2% | -0.6% | -9.6% | -10.0% |
| 30D | -22.1% | -3.7% | -18.5% | -20.5% |
| 3M | -55.5% | -2.7% | -52.7% | -54.8% |
| 6M | +214.9% | +2.2% | +212.7% | +200.0% |
| YTD | +74.4% | +10.8% | +63.5% | +46.6% |
| 1Y | +5.5% | +11.2% | -5.7% | -11.4% |
| 3Y | -71.1% | +76.5% | -147.6% | -89.0% |
| 5Y | -98.1% | +72.9% | -171.0% | -99.2% |
| All | -98.6% | +122.8% | -221.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling