-51.6%
OPCH vs SPY
+1,848.9%
-1,900.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +2.2% | +0.1% | +2.1% | +2.1% |
| 3M | +20.6% | +2.0% | +18.6% | +18.1% |
| 6M | -21.2% | +13.0% | -34.2% | -29.3% |
| YTD | -24.0% | +13.5% | -37.6% | -32.2% |
| 1Y | -15.9% | +20.0% | -35.8% | -28.3% |
| 3Y | -30.0% | +77.2% | -107.2% | -57.4% |
| 5Y | -13.1% | +81.9% | -95.0% | -48.1% |
| 10Y | +129.3% | +314.1% | -184.8% | -25.1% |
| All | -51.6% | +1,848.9% | -1,900.4% | -96.6% |
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