+96.9%
OPHC vs SPY
+81.8%
+15.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | -1.6% | -0.9% | -0.7% | -1.3% |
| 3M | +62.6% | +3.9% | +58.7% | +60.3% |
| 6M | +78.8% | +14.5% | +64.3% | +69.8% |
| YTD | +110.8% | +12.9% | +97.9% | +101.4% |
| 1Y | +110.8% | +19.4% | +91.5% | +97.1% |
| 3Y | +190.0% | +78.5% | +111.5% | +133.8% |
| 5Y | +96.9% | +81.8% | +15.2% | +68.7% |
| All | +96.9% | +81.8% | +15.2% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling