+226.2%
OPBK vs SPY
+322.5%
-96.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | -0.6% | -0.8% | +0.1% | -0.1% |
| 30D | -2.4% | -1.1% | -1.4% | -1.7% |
| 3M | +10.8% | +3.9% | +6.9% | +7.6% |
| 6M | +19.1% | +13.6% | +5.5% | +8.2% |
| YTD | +11.7% | +12.7% | -0.9% | +2.2% |
| 1Y | +8.7% | +17.5% | -8.8% | -3.6% |
| 3Y | +86.0% | +76.9% | +9.1% | +24.5% |
| 5Y | +88.4% | +83.6% | +4.8% | +21.6% |
| All | +226.2% | +322.5% | -96.2% | +46.6% |
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