+184.9%
OPHC vs SPY
+78.1%
+106.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +2.3% | +2.6% | -0.3% | +1.2% |
| 30D | +0.3% | -2.0% | +2.3% | +1.2% |
| 3M | -1.6% | -2.8% | +1.1% | -0.5% |
| 6M | +65.1% | +2.1% | +62.9% | +63.5% |
| YTD | +112.5% | +11.5% | +101.0% | +103.2% |
| 1Y | +119.7% | +13.5% | +106.2% | +108.5% |
| 3Y | +184.9% | +77.7% | +107.2% | +113.1% |
| All | +184.9% | +78.1% | +106.8% | +113.1% |
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