-99.3%
OPHC vs SPY
+1,055.8%
-1,155.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +4.0% | -3.3% | +7.3% | +4.9% |
| 3M | -0.7% | -2.4% | +1.8% | -0.1% |
| 6M | +61.9% | +2.6% | +59.3% | +60.9% |
| YTD | +112.9% | +11.2% | +101.7% | +107.6% |
| 1Y | +126.8% | +13.4% | +113.4% | +120.1% |
| 3Y | +186.4% | +79.9% | +106.5% | +149.8% |
| 5Y | +65.1% | +72.2% | -7.0% | +44.8% |
| 10Y | +156.4% | +307.3% | -151.0% | +87.6% |
| All | -99.3% | +1,055.8% | -1,155.1% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling