-81.1%
OPAL vs SPY
+96.1%
-177.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.2% | -3.3% |
| 7D | -7.0% | -0.4% | -6.7% | -6.8% |
| 30D | -28.8% | -1.4% | -27.5% | -28.2% |
| 3M | -7.5% | +3.7% | -11.2% | -9.6% |
| 6M | -12.7% | +13.0% | -25.7% | -19.0% |
| YTD | -21.4% | +12.4% | -33.8% | -26.7% |
| 1Y | -12.7% | +18.5% | -31.3% | -20.6% |
| 3Y | -73.5% | +77.6% | -151.2% | -79.9% |
| 5Y | -81.0% | +81.7% | -162.7% | -86.4% |
| All | -81.1% | +96.1% | -177.2% | -86.5% |
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