-88.4%
OPEG vs SPY
+13.3%
-101.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +2.9% |
| 7D | -9.6% | +0.1% | -9.7% | -9.9% |
| 30D | -33.2% | +0.1% | -33.2% | -32.4% |
| 3M | -66.4% | +2.0% | -68.4% | -67.0% |
| 6M | -70.9% | +13.0% | -83.9% | -81.3% |
| YTD | -82.6% | +13.5% | -96.1% | -89.5% |
| All | -88.4% | +13.3% | -101.8% | -92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling