-99.3%
OPHC vs SPY
+1,051.5%
-1,150.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | +2.6% | -3.7% | +6.3% | +3.6% |
| 3M | +0.1% | -2.7% | +2.9% | +0.7% |
| 6M | +59.7% | +2.2% | +57.6% | +58.9% |
| YTD | +110.1% | +10.8% | +99.3% | +105.0% |
| 1Y | +123.3% | +11.2% | +112.0% | +117.6% |
| 3Y | +176.5% | +76.5% | +100.0% | +142.2% |
| 5Y | +63.6% | +72.9% | -9.4% | +43.3% |
| 10Y | +153.0% | +304.8% | -151.8% | +85.3% |
| All | -99.3% | +1,051.5% | -1,150.8% | -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