+60.8%
OPHC vs SPY
+67.4%
-6.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -3.5% | -2.7% | -0.8% | -2.5% |
| 30D | -2.9% | -5.4% | +2.5% | -0.8% |
| 3M | -1.9% | -4.1% | +2.2% | -0.4% |
| 6M | +60.0% | +0.7% | +59.3% | +59.5% |
| YTD | +107.8% | +8.7% | +99.1% | +101.2% |
| 1Y | +123.0% | +10.9% | +112.1% | +114.2% |
| 3Y | +180.3% | +75.0% | +105.3% | +127.6% |
| All | +60.8% | +67.4% | -6.5% | +49.3% |
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