-87.4%
OPAL vs SPY
+95.2%
-182.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -0.4% | -10.8% | -10.9% |
| 7D | -9.9% | +3.3% | -13.1% | -11.9% |
| 30D | -26.5% | -2.7% | -23.8% | -24.9% |
| 3M | -44.1% | -1.7% | -42.4% | -43.2% |
| 6M | -40.6% | +3.1% | -43.7% | -41.4% |
| YTD | -47.6% | +11.9% | -59.5% | -50.7% |
| 1Y | -46.0% | +12.0% | -57.9% | -49.1% |
| 3Y | -79.0% | +78.2% | -157.1% | -84.0% |
| 5Y | -87.4% | +73.2% | -160.6% | -90.9% |
| All | -87.4% | +95.2% | -182.6% | -90.9% |
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