+180.3%
OPHC vs SPY
+75.1%
+105.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -3.5% | -2.7% | -0.8% | -2.4% |
| 30D | -2.9% | -5.4% | +2.5% | -0.6% |
| 3M | -1.9% | -4.1% | +2.2% | -0.2% |
| 6M | +60.0% | +0.7% | +59.3% | +59.4% |
| YTD | +107.8% | +8.7% | +99.1% | +100.7% |
| 1Y | +123.0% | +10.9% | +112.1% | +113.6% |
| 3Y | +180.3% | +75.0% | +105.3% | +105.8% |
| All | +180.3% | +75.1% | +105.2% | +105.8% |
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