-81.9%
OPK vs SPY
+311.8%
-393.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.6% |
| 7D | -3.4% | -0.9% | -2.5% | -2.6% |
| 30D | +23.9% | -2.4% | +26.3% | +27.0% |
| 3M | +23.0% | -1.2% | +24.2% | +24.2% |
| 6M | +52.7% | +3.3% | +49.4% | +46.0% |
| YTD | +35.7% | +12.3% | +23.4% | +17.4% |
| 1Y | +28.6% | +12.4% | +16.1% | +11.1% |
| 3Y | +35.7% | +78.8% | -43.1% | -34.9% |
| 5Y | -58.2% | +75.2% | -133.4% | -78.9% |
| 10Y | -81.9% | +311.1% | -393.0% | -96.9% |
| All | -81.9% | +311.8% | -393.7% | -96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling