-75.3%
OPAL vs SPY
+75.1%
-150.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.5% |
| 7D | -5.2% | -2.7% | -2.5% | -2.1% |
| 30D | -15.7% | -5.4% | -10.3% | -10.1% |
| 3M | -39.3% | -4.1% | -35.2% | -36.2% |
| 6M | -36.4% | +0.7% | -37.1% | -36.2% |
| YTD | -38.4% | +8.7% | -47.1% | -42.6% |
| 1Y | -28.2% | +10.9% | -39.1% | -33.9% |
| 3Y | -75.3% | +75.0% | -150.3% | -86.0% |
| All | -75.3% | +75.1% | -150.4% | -86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling