-89.5%
OPEG vs SPY
+12.2%
-101.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.3% | -2.3% |
| 7D | -6.6% | -0.4% | -6.3% | -4.8% |
| 30D | -28.6% | -1.4% | -27.3% | -22.4% |
| 3M | -60.1% | +3.7% | -63.8% | -64.5% |
| 6M | -75.4% | +13.0% | -88.4% | -84.2% |
| YTD | -84.2% | +12.4% | -96.6% | -90.0% |
| All | -89.5% | +12.2% | -101.7% | -92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling