+95.5%
OPBK vs SPY
+819.5%
-724.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | -1.0% | +0.1% | -1.0% | -1.0% |
| 3M | +11.1% | +2.0% | +9.1% | +10.5% |
| 6M | +16.2% | +13.0% | +3.2% | +12.6% |
| YTD | +12.5% | +13.5% | -1.1% | +8.8% |
| 1Y | +12.0% | +20.0% | -8.0% | +6.9% |
| 3Y | +82.9% | +77.2% | +5.7% | +60.6% |
| 5Y | +88.8% | +81.9% | +6.9% | +64.4% |
| 10Y | +228.4% | +314.1% | -85.7% | +173.0% |
| All | +95.5% | +819.5% | -724.1% | +79.9% |
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 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