+91.0%
OPBK vs SPY
+802.9%
-711.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +1.4% | +2.6% | -1.2% | +0.8% |
| 30D | +2.6% | -2.0% | +4.6% | +3.2% |
| 3M | -4.0% | -2.8% | -1.2% | -3.3% |
| 6M | +9.3% | +2.1% | +7.1% | +8.6% |
| YTD | +9.9% | +11.5% | -1.6% | +6.8% |
| 1Y | +16.5% | +13.5% | +3.0% | +12.7% |
| 3Y | +99.7% | +77.7% | +22.0% | +75.5% |
| 5Y | +45.6% | +72.6% | -27.0% | +28.0% |
| 10Y | +219.9% | +308.2% | -88.3% | +167.2% |
| All | +91.0% | +802.9% | -711.9% | +76.6% |
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 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